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 $30 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $34 ยท Jun '26
Qty 1 ยท Premium $3.07 ยท ฮ -0.42
SHORT PUT ยท $32 ยท Jun '26
Qty 1 ยท Premium $2.14 ยท ฮ -0.33
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If NTNX hits $30 by Jun 19: the bear put spread returns +$107 (114.3%) on $93 risked, vs $-441 (-12.8%) for 100 shares on $3,441. Options give 8.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NTNX is at $30. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NTNX hits $30 by Jun 19
+$107
+114.3% on $93 risked
Max Profit
+$107
If the stock โค $32 at expiry
Max Loss
โ$93
Net debit
Break-even
$33.07
-3.9% from spot
Prob. of Target Hit
61%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-9.1 / -0.14 / 0.44
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%) | +$64 | +$72 | +$86 | +$107 |
| $29 (-15%) | +$49 | +$55 | +$68 | +$107 |
| $30 (-13%) โ target | +$42 | +$47 | +$58 | +$107 |
| $31 (-10%) | +$33 | +$36 | +$44 | +$107 |
| $33 (-5%) | +$16 | +$16 | +$16 | +$38 |
| $34 (-2%) | +$7 | +$4 | -$1 | -$65 |
| $34 (0%) โ spot | +$0 | -$4 | -$11 | -$93 |
| $35 (+2%) | -$6 | -$11 | -$22 | -$93 |
| $36 (+5%) | -$15 | -$22 | -$35 | -$93 |
| $38 (+10%) | -$28 | -$38 | -$55 | -$93 |
| $40 (+15%) | -$40 | -$51 | -$69 | -$93 |
| $41 (+20%) | -$51 | -$62 | -$79 | -$93 |
Uses NTNX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.