Target Price Playground
NTNX
$34.41
๐ข
NTNX IV: 57.7% โ LOW
(-21.0% vs 30d avg of 73.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $39 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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $34 ยท Jun '26
Qty 1 ยท Premium $3.76 ยท ฮ 0.58
SHORT CALL ยท $37 ยท Jun '26
Qty 1 ยท Premium $2.53 ยท ฮ 0.45
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If NTNX hits $39 by Jun 19: the bull call spread returns +$177 (143.0%) on $123 risked, vs +$459 (13.3%) for 100 shares on $3,441. Options give 10.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NTNX is at $39. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NTNX hits $39 by Jun 19
+$177
+143.0% on $123 risked
Max Profit
+$177
If the stock โฅ $37 at expiry
Max Loss
โ$123
Net debit
Break-even
$35.23
+2.4% from spot
Prob. of Target Hit
60%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
13.35 / -0.01 / -0.07
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
| NTNX Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $28 (-20%) | -$83 | -$94 | -$111 | -$123 |
| $29 (-15%) | -$65 | -$76 | -$96 | -$123 |
| $31 (-10%) | -$45 | -$54 | -$73 | -$123 |
| $33 (-5%) | -$22 | -$28 | -$41 | -$123 |
| $34 (-2%) | -$9 | -$12 | -$20 | -$123 |
| $34 (0%) โ spot | +$0 | -$0 | -$4 | -$82 |
| $35 (+2%) | +$10 | +$11 | +$11 | -$13 |
| $36 (+5%) | +$23 | +$27 | +$34 | +$90 |
| $38 (+10%) | +$45 | +$54 | +$71 | +$177 |
| $39 (+13%) โ target | +$59 | +$70 | +$92 | +$177 |
| $40 (+15%) | +$65 | +$78 | +$101 | +$177 |
| $41 (+20%) | +$83 | +$99 | +$126 | +$177 |
Uses NTNX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.