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 $33 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $34 ยท Jul '26
Qty 1 ยท Premium $3.66 ยท ฮ -0.41
SHORT PUT ยท $33 ยท Jun '26
Qty 1 ยท Premium $2.58 ยท ฮ -0.37
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If NTNX hits $33 by Jun 19: the diagonal put spread returns +$156 (145.7%) on $107 risked, vs $-141 (-4.1%) for 100 shares on $3,441. Options give 35.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NTNX is at $33. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NTNX hits $33 by Jun 19
+$156
+145.7% on $107 risked
Max Profit
+$150
If the stock price is favorable
Max Loss
โ$96
Worst-case within chart range
Break-even
$36.97
+7.44% from spot
Prob. of Target Hit
87%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-3.69 / 0.36 / 1.24
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%) | +$7 | +$13 | +$19 | +$4 |
| $29 (-15%) | +$9 | +$18 | +$31 | +$31 |
| $31 (-10%) | +$8 | +$19 | +$37 | +$76 |
| $33 (-4%) โ target | +$4 | +$15 | +$36 | +$156 |
| $34 (-2%) | +$2 | +$12 | +$33 | +$119 |
| $34 (0%) โ spot | -$1 | +$9 | +$28 | +$88 |
| $35 (+2%) | -$3 | +$6 | +$23 | +$60 |
| $36 (+5%) | -$8 | +$0 | +$13 | +$24 |
| $38 (+10%) | -$16 | -$11 | -$5 | -$22 |
| $40 (+15%) | -$25 | -$24 | -$24 | -$54 |
| $41 (+20%) | -$35 | -$36 | -$43 | -$75 |
Uses NTNX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.