Target Price Playground
AXON
$427.77
🟢
AXON IV: 56.7% — LOW
(-30.6% vs 30d avg of 81.7%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $490 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $430 · Dec '26
Qty 1 · Premium $45.0 · Δ 0.54
LONG PUT · $430 · Dec '26
Qty 1 · Premium $45.6 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If AXON hits $490 by Dec 18: the long straddle returns $-3,060 (-33.8%) on $9,060 risked, vs +$6,223 (14.5%) for 100 shares on $42,777. Options give 2.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if AXON is at $490. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AXON hits $490 by Dec 18
$-3,060
-33.8% on $9,060 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$9,060
Both premiums paid
Break-even
$339.40
-20.66% from spot
Prob. of Target Hit
51%
IV-implied, 48d (rough)
Net Δ / Θ / V
7.96 / -92.03 / 122.84
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| AXON Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $342 (-20%) | +$852 | +$256 | -$218 | -$282 |
| $364 (-15%) | -$323 | -$1,181 | -$2,045 | -$2,420 |
| $385 (-10%) | -$1,126 | -$2,223 | -$3,505 | -$4,559 |
| $406 (-5%) | -$1,530 | -$2,805 | -$4,427 | -$6,698 |
| $419 (-2%) | -$1,578 | -$2,922 | -$4,670 | -$7,981 |
| $428 (0%) ← spot | -$1,532 | -$2,903 | -$4,698 | -$8,837 |
| $436 (+2%) | -$1,424 | -$2,809 | -$4,619 | -$8,427 |
| $449 (+5%) | -$1,152 | -$2,532 | -$4,309 | -$7,144 |
| $471 (+10%) | -$425 | -$1,740 | -$3,342 | -$5,005 |
| $490 (+15%) ← target | +$500 | -$709 | -$2,071 | -$3,060 |
| $513 (+20%) | +$1,887 | +$840 | -$207 | -$728 |
Uses AXON's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.