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 $40 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
Bet on big move in either direction. Two premiums paid.
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
LONG PUT ยท $34 ยท Jun '26
Qty 1 ยท Premium $3.07 ยท ฮ -0.42
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If NTNX hits $40 by Jun 19: the long straddle returns $-84 (-12.2%) on $684 risked, vs +$559 (16.2%) for 100 shares on $3,441. Options give 0.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NTNX is at $40. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NTNX hits $40 by Jun 19
$-84
-12.2% on $684 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$684
Both premiums paid
Break-even
$40.84
+18.68% from spot
Prob. of Target Hit
52%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
16.34 / -5.03 / 11.52
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%) | +$117 | +$50 | -$14 | -$36 |
| $29 (-15%) | +$44 | -$43 | -$141 | -$208 |
| $31 (-10%) | +$1 | -$104 | -$233 | -$380 |
| $33 (-5%) | -$14 | -$130 | -$280 | -$552 |
| $34 (-2%) | -$8 | -$129 | -$286 | -$655 |
| $34 (0%) โ spot | +$1 | -$121 | -$280 | -$642 |
| $35 (+2%) | +$14 | -$108 | -$267 | -$573 |
| $36 (+5%) | +$42 | -$80 | -$234 | -$470 |
| $38 (+10%) | +$107 | -$9 | -$150 | -$298 |
| $40 (+15%) | +$193 | +$85 | -$35 | -$126 |
| $40 (+16%) โ target | +$217 | +$112 | -$2 | -$83 |
| $41 (+20%) | +$296 | +$200 | +$102 | +$46 |
Uses NTNX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.