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 $14 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
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 Put
Now
Target
๐ก Stock vs Options at Target
If NN hits $14 by Jun 19: the long put returns $-49 (-19.8%) on $249 risked, vs $-178 (-11.6%) for 100 shares on $1,528. Options give 1.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NN is at $14. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NN hits $14 by Jun 19
$-49
-19.8% on $249 risked
Max Profit
+$1,301
If stock โ $0
Max Loss
โ$249
Premium paid
Break-even
$13.01
-14.87% from spot
Prob. of Target Hit
77%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-42.61 / -1.69 / 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%) | +$163 | +$134 | +$102 | +$79 |
| $13 (-15%) | +$116 | +$83 | +$42 | +$2 |
| $14 (-12%) โ target | +$87 | +$51 | +$6 | -$49 |
| $14 (-10%) | +$73 | +$37 | -$10 | -$74 |
| $15 (-5%) | +$35 | -$5 | -$57 | -$151 |
| $15 (-2%) | +$14 | -$27 | -$80 | -$196 |
| $15 (0%) โ spot | +$0 | -$41 | -$96 | -$227 |
| $16 (+2%) | -$13 | -$54 | -$110 | -$249 |
| $16 (+5%) | -$30 | -$73 | -$128 | -$249 |
| $17 (+10%) | -$58 | -$100 | -$156 | -$249 |
| $18 (+15%) | -$82 | -$124 | -$177 | -$249 |
| $18 (+20%) | -$103 | -$144 | -$195 | -$249 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.