Target Price Playground
PATH
$9.38
๐ข
PATH IV: 68.5% โ LOW
(-33.2% vs 30d avg of 102.6%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $11 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 $10 ยท Jun '26
Qty 1 ยท Premium $1.08 ยท ฮ 0.55
LONG PUT ยท $10 ยท Jun '26
Qty 1 ยท Premium $1.12 ยท ฮ -0.45
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If PATH hits $11 by Jun 19: the long straddle returns $-69 (-31.7%) on $219 risked, vs +$162 (17.3%) for 100 shares on $938. Options give 1.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PATH is at $11. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PATH hits $11 by Jun 19
$-69
-31.7% on $219 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$219
Both premiums paid
Break-even
$7.31
-22.12% from spot
Prob. of Target Hit
56%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
10.47 / -1.61 / 3.18
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
| PATH Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $8 (-20%) | +$34 | +$11 | -$11 | -$20 |
| $8 (-15%) | +$15 | -$14 | -$45 | -$67 |
| $8 (-10%) | +$3 | -$30 | -$71 | -$114 |
| $9 (-5%) | -$2 | -$39 | -$86 | -$161 |
| $9 (-2%) | -$2 | -$40 | -$90 | -$189 |
| $9 (0%) โ spot | -$1 | -$40 | -$91 | -$208 |
| $10 (+2%) | +$2 | -$38 | -$89 | -$213 |
| $10 (+5%) | +$7 | -$32 | -$84 | -$185 |
| $10 (+10%) | +$21 | -$18 | -$68 | -$138 |
| $11 (+15%) | +$40 | +$2 | -$43 | -$91 |
| $11 (+17%) โ target | +$50 | +$13 | -$30 | -$70 |
| $11 (+20%) | +$64 | +$28 | -$12 | -$44 |
Uses PATH's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.