Target Price Playground
NN
$15.28
๐ข
NN IV: 100.2% โ LOW
(-41.8% vs 30d avg of 172.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $15 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $16 ยท Jul '26
Qty 1 ยท Premium $2.92 ยท ฮ -0.41
SHORT PUT ยท $15 ยท Jun '26
Qty 1 ยท Premium $1.94 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If NN hits $15 by Jun 19: the diagonal put spread returns +$109 (112.1%) on $98 risked, vs $-78 (-5.1%) for 100 shares on $1,528. Options give 22.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NN is at $15. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NN hits $15 by Jun 19
+$109
+112.1% on $98 risked
Max Profit
+$108
If the stock price is favorable
Max Loss
โ$57
Worst-case within chart range
Break-even
$17.13
+12.12% from spot
Prob. of Target Hit
90%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-4.49 / 0.25 / 0.57
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| NN Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $12 (-20%) | +$9 | +$15 | +$26 | +$32 |
| $13 (-15%) | +$7 | +$15 | +$28 | +$52 |
| $14 (-10%) | +$5 | +$13 | +$27 | +$78 |
| $15 (-5%) โ target | +$3 | +$10 | +$25 | +$109 |
| $15 (-2%) | +$1 | +$8 | +$22 | +$85 |
| $15 (0%) โ spot | -$0 | +$7 | +$20 | +$70 |
| $16 (+2%) | -$2 | +$5 | +$17 | +$56 |
| $16 (+5%) | -$4 | +$2 | +$13 | +$37 |
| $17 (+10%) | -$8 | -$3 | +$5 | +$10 |
| $18 (+15%) | -$12 | -$9 | -$4 | -$13 |
| $18 (+20%) | -$17 | -$15 | -$13 | -$31 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.