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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $15.28 ยท ฮ 1.00
LONG PUT ยท $15 ยท Jun '26
Qty 1 ยท Premium $1.94 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If NN hits $17 by Jun 19: the protective put returns $-22 (-1.3%) on $1,722 risked, vs +$172 (11.3%) for 100 shares on $1,528. Options give 0.1ร 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
$-22
-1.3% on $1,722 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$272
Put floors you at $14
Break-even
$17.22
+12.72% from spot
Prob. of Target Hit
78%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
63.76 / -1.63 / 2.45
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%) | -$163 | -$194 | -$232 | -$272 |
| $13 (-15%) | -$128 | -$163 | -$208 | -$272 |
| $14 (-10%) | -$90 | -$127 | -$176 | -$272 |
| $15 (-5%) | -$46 | -$85 | -$137 | -$270 |
| $15 (-2%) | -$19 | -$59 | -$111 | -$225 |
| $15 (0%) โ spot | +$0 | -$39 | -$92 | -$194 |
| $16 (+2%) | +$20 | -$19 | -$71 | -$163 |
| $16 (+5%) | +$51 | +$11 | -$40 | -$118 |
| $17 (+10%) | +$105 | +$66 | +$17 | -$41 |
| $17 (+11%) โ target | +$118 | +$80 | +$32 | -$22 |
| $18 (+15%) | +$161 | +$123 | +$78 | +$35 |
| $18 (+20%) | +$220 | +$185 | +$143 | +$112 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.