Target Price Playground
ON
$68.65
๐ข
ON IV: 49.9% โ LOW
(-44.3% vs 30d avg of 89.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $77 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $68.65 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ON hits $77 by Jun 19: the long stock returns +$835 (12.2%) on $6,865 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if ON hits $77 by Jun 19
+$835
+12.2% on $6,865 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$6,865
If stock โ $0
Break-even
$68.65
+0.0% from spot
Prob. of Target Hit
59%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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
| ON Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $55 (-20%) | -$1,373 | -$1,373 | -$1,373 |
| $58 (-15%) | -$1,030 | -$1,030 | -$1,030 |
| $62 (-10%) | -$686 | -$686 | -$686 |
| $65 (-5%) | -$343 | -$343 | -$343 |
| $67 (-2%) | -$137 | -$137 | -$137 |
| $69 (0%) โ spot | +$0 | +$0 | +$0 |
| $70 (+2%) | +$137 | +$137 | +$137 |
| $72 (+5%) | +$343 | +$343 | +$343 |
| $76 (+10%) | +$687 | +$687 | +$687 |
| $77 (+12%) โ target | +$835 | +$835 | +$835 |
| $79 (+15%) | +$1,030 | +$1,030 | +$1,030 |
| $82 (+20%) | +$1,373 | +$1,373 | +$1,373 |
Uses ON's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.