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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $15.28 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If NN hits $17 by Jun 19: the long stock returns +$172 (11.3%) on $1,528 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if NN hits $17 by Jun 19
+$172
+11.3% on $1,528 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$1,528
If stock โ $0
Break-even
$15.28
+0.0% from spot
Prob. of Target Hit
78%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 13 | Jun 12 (exp) |
|---|---|---|---|
| $12 (-20%) | -$306 | -$306 | -$306 |
| $13 (-15%) | -$229 | -$229 | -$229 |
| $14 (-10%) | -$153 | -$153 | -$153 |
| $15 (-5%) | -$76 | -$76 | -$76 |
| $15 (-2%) | -$31 | -$31 | -$31 |
| $15 (0%) โ spot | +$0 | +$0 | +$0 |
| $16 (+2%) | +$31 | +$31 | +$31 |
| $16 (+5%) | +$76 | +$76 | +$76 |
| $17 (+10%) | +$153 | +$153 | +$153 |
| $17 (+11%) โ target | +$172 | +$172 | +$172 |
| $18 (+15%) | +$229 | +$229 | +$229 |
| $18 (+20%) | +$306 | +$306 | +$306 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.