Target Price Playground
ADI
$420.55
🟢
ADI IV: 38.0% — LOW
(-48.3% vs 30d avg of 73.6%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $470 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $420 · Dec '26
Qty 1 · Premium $30.5 · Δ 0.55
SHORT CALL · $455 · Dec '26
Qty 1 · Premium $17.26 · Δ 0.38
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If ADI hits $470 by Dec 18: the bull call spread returns +$2,176 (164.3%) on $1,324 risked, vs +$4,945 (11.8%) for 100 shares on $42,055. Options give 13.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ADI is at $470. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ADI hits $470 by Dec 18
+$2,176
+164.3% on $1,324 risked
Max Profit
+$2,176
If the stock ≥ $455 at expiry
Max Loss
−$1,324
Net debit
Break-even
$433.24
+3.02% from spot
Prob. of Target Hit
50%
IV-implied, 72d (rough)
Net Δ / Θ / V
17.33 / -0.4 / 2.8
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
| ADI Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $336 (-20%) | -$1,108 | -$1,215 | -$1,307 | -$1,324 |
| $357 (-15%) | -$918 | -$1,062 | -$1,242 | -$1,324 |
| $379 (-10%) | -$650 | -$803 | -$1,057 | -$1,324 |
| $400 (-5%) | -$318 | -$439 | -$684 | -$1,324 |
| $412 (-2%) | -$97 | -$180 | -$366 | -$1,324 |
| $421 (0%) ← spot | +$55 | +$2 | -$124 | -$1,269 |
| $429 (+2%) | +$209 | +$189 | +$131 | -$428 |
| $442 (+5%) | +$438 | +$469 | +$523 | +$834 |
| $463 (+10%) | +$801 | +$909 | +$1,121 | +$2,176 |
| $470 (+12%) ← target | +$920 | +$1,049 | +$1,300 | +$2,176 |
| $484 (+15%) | +$1,123 | +$1,284 | +$1,577 | +$2,176 |
| $505 (+20%) | +$1,394 | +$1,578 | +$1,870 | +$2,176 |
Uses ADI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.