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 $37 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $34.41 ยท ฮ 1.00
SHORT CALL ยท $37 ยท Jun '26
Qty 1 ยท Premium $2.53 ยท ฮ 0.45
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If NTNX hits $37 by Jun 19: the covered call returns +$512 (16.1%) on $3,188 risked, vs +$259 (7.5%) for 100 shares on $3,441. Options give 2.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NTNX is at $37. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NTNX hits $37 by Jun 19
+$512
+16.1% on $3,188 risked
Max Profit
+$512
If the stock โฅ $37 at expiry
Max Loss
โ$3,188
If stock โ $0 (minus premium received)
Break-even
$31.88
-7.35% from spot
Prob. of Target Hit
76%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
55.18 / 2.71 / -5.83
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%) | -$485 | -$459 | -$439 | -$435 |
| $29 (-15%) | -$345 | -$308 | -$275 | -$263 |
| $31 (-10%) | -$217 | -$169 | -$120 | -$91 |
| $33 (-5%) | -$102 | -$44 | +$22 | +$81 |
| $34 (-2%) | -$39 | +$23 | +$98 | +$184 |
| $34 (0%) โ spot | +$0 | +$65 | +$145 | +$253 |
| $35 (+2%) | +$37 | +$104 | +$188 | +$322 |
| $36 (+5%) | +$88 | +$158 | +$247 | +$425 |
| $37 (+8%) โ target | +$128 | +$199 | +$290 | +$512 |
| $38 (+10%) | +$164 | +$235 | +$327 | +$512 |
| $40 (+15%) | +$227 | +$298 | +$386 | +$512 |
| $41 (+20%) | +$279 | +$347 | +$428 | +$512 |
Uses NTNX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.