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 $17 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
Bullish. Unlimited upside, capped loss = premium paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $16 ยท Jun '26
Qty 1 ยท Premium $2.4 ยท ฮ 0.57
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If NN hits $17 by Jun 19: the long call returns $-90 (-37.5%) on $240 risked, vs +$172 (11.3%) for 100 shares on $1,528. Options give 3.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NN is at $17. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NN hits $17 by Jun 19
$-90
-37.5% on $240 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$240
Premium paid
Break-even
$17.90
+17.15% from spot
Prob. of Target Hit
78%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
57.39 / -1.88 / 2.57
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%) | -$143 | -$176 | -$213 | -$240 |
| $13 (-15%) | -$114 | -$151 | -$195 | -$240 |
| $14 (-10%) | -$80 | -$121 | -$172 | -$240 |
| $15 (-5%) | -$42 | -$85 | -$141 | -$240 |
| $15 (-2%) | -$17 | -$62 | -$120 | -$240 |
| $15 (0%) โ spot | +$0 | -$45 | -$104 | -$240 |
| $16 (+2%) | +$18 | -$28 | -$87 | -$231 |
| $16 (+5%) | +$45 | -$1 | -$61 | -$186 |
| $17 (+10%) | +$95 | +$48 | -$11 | -$109 |
| $17 (+11%) โ target | +$108 | +$61 | +$2 | -$90 |
| $18 (+15%) | +$147 | +$101 | +$43 | -$33 |
| $18 (+20%) | +$202 | +$157 | +$103 | +$44 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.