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 $18 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
Bet on big move in either direction. Two premiums 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
LONG PUT ยท $16 ยท Jun '26
Qty 1 ยท Premium $2.49 ยท ฮ -0.43
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If NN hits $18 by Jun 19: the long straddle returns $-289 (-59.1%) on $489 risked, vs +$222 (14.5%) for 100 shares on $1,528. Options give 4.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NN is at $18. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NN hits $18 by Jun 19
$-289
-59.1% on $489 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$489
Both premiums paid
Break-even
$10.61
-30.58% from spot
Prob. of Target Hit
72%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
14.79 / -3.57 / 5.13
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%) | +$20 | -$42 | -$111 | -$161 |
| $13 (-15%) | +$2 | -$68 | -$153 | -$238 |
| $14 (-10%) | -$7 | -$84 | -$182 | -$314 |
| $15 (-5%) | -$7 | -$90 | -$198 | -$391 |
| $15 (-2%) | -$4 | -$89 | -$201 | -$436 |
| $15 (0%) โ spot | +$0 | -$86 | -$200 | -$467 |
| $16 (+2%) | +$6 | -$82 | -$197 | -$480 |
| $16 (+5%) | +$15 | -$74 | -$190 | -$435 |
| $17 (+10%) | +$37 | -$52 | -$167 | -$358 |
| $18 (+15%) โ target | +$62 | -$26 | -$138 | -$289 |
| $18 (+20%) | +$99 | +$13 | -$92 | -$205 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.