Target Price Playground
TENB
$16.04
๐ข
TENB IV: 60.0% โ LOW
(-48.5% vs 30d avg of 116.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $15 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 $16 ยท Jul '26
Qty 1 ยท Premium $1.89 ยท ฮ -0.42
SHORT PUT ยท $15 ยท Jun '26
Qty 1 ยท Premium $1.2 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If TENB hits $15 by Jun 19: the diagonal put spread returns +$91 (132.6%) on $69 risked, vs $-104 (-6.5%) for 100 shares on $1,604. Options give 20.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if TENB is at $15. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if TENB hits $15 by Jun 19
+$91
+132.6% on $69 risked
Max Profit
+$89
If the stock price is favorable
Max Loss
โ$61
Worst-case within chart range
Break-even
$16.97
+5.77% from spot
Prob. of Target Hit
81%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-5.7 / 0.19 / 0.59
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
| TENB Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $13 (-20%) | +$27 | +$32 | +$38 | +$37 |
| $14 (-15%) | +$24 | +$30 | +$39 | +$50 |
| $14 (-10%) | +$20 | +$26 | +$36 | +$71 |
| $15 (-6%) โ target | +$16 | +$22 | +$32 | +$90 |
| $15 (-5%) | +$14 | +$20 | +$30 | +$76 |
| $16 (-2%) | +$11 | +$15 | +$24 | +$51 |
| $16 (0%) โ spot | +$8 | +$12 | +$20 | +$35 |
| $16 (+2%) | +$6 | +$9 | +$15 | +$22 |
| $17 (+5%) | +$2 | +$4 | +$8 | +$4 |
| $18 (+10%) | -$5 | -$5 | -$5 | -$20 |
| $18 (+15%) | -$13 | -$14 | -$18 | -$37 |
| $19 (+20%) | -$19 | -$22 | -$29 | -$48 |
Uses TENB's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.