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 $38 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 + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $34.41 ยท ฮ 1.00
LONG PUT ยท $33 ยท Jun '26
Qty 1 ยท Premium $2.58 ยท ฮ -0.37
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If NTNX hits $38 by Jun 19: the protective put returns +$101 (2.7%) on $3,699 risked, vs +$359 (10.4%) for 100 shares on $3,441. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NTNX is at $38. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NTNX hits $38 by Jun 19
+$101
+2.7% on $3,699 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$399
Put floors you at $33
Break-even
$36.99
+7.51% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
62.74 / -2.25 / 5.58
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%) | -$317 | -$350 | -$384 | -$399 |
| $29 (-15%) | -$260 | -$302 | -$353 | -$399 |
| $31 (-10%) | -$188 | -$238 | -$302 | -$399 |
| $33 (-5%) | -$101 | -$155 | -$226 | -$399 |
| $34 (-2%) | -$42 | -$97 | -$169 | -$327 |
| $34 (0%) โ spot | +$0 | -$55 | -$127 | -$258 |
| $35 (+2%) | +$45 | -$10 | -$80 | -$189 |
| $36 (+5%) | +$114 | +$61 | -$5 | -$86 |
| $38 (+10%) โ target | +$251 | +$203 | +$146 | +$101 |
| $40 (+15%) | +$375 | +$331 | +$285 | +$258 |
| $41 (+20%) | +$518 | +$480 | +$444 | +$430 |
Uses NTNX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.