Target Price Playground

Templates Custom Builder LEAP Simulator
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 $440 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $385 · Dec '26
Qty 1 · Premium $12.43 · Δ -0.26
P&L at Expiry Now $421 Target $440 $294 $421 $547
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If ADI hits $440 by Dec 18: the cash-secured put returns +$1,243 (3.3%) on $-1,243 credit (max loss $37,257), vs +$1,945 (4.6%) for 100 shares on $42,055. Options give 0.7× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ADI is at $440. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if ADI hits $440 by Dec 18
+$1,243
+3.3% on $37,257 max loss
Max Profit
+$1,243
If the stock ≥ $385 at expiry
Max Loss
−$37,257
If stock → $0 after assignment
Break-even
$372.57
-11.41% from spot
Prob. of Target Hit
79%
IV-implied, 72d (rough)
Net Δ / Θ / V
25.85 / 14.86 / -60.41
per spread, per $1 move / day / vol pt
💾 Log in to save 📊 My Saved Strategies

📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

ADI Price Today Oct 31 Nov 24 Dec 18 (exp)
$336 (-20%) -$4,117 -$3,884 -$3,656 -$3,613
$357 (-15%) -$2,692 -$2,344 -$1,914 -$1,510
$379 (-10%) -$1,537 -$1,120 -$560 +$593
$400 (-5%) -$649 -$222 +$341 +$1,243
$412 (-2%) -$234 +$174 +$686 +$1,243
$421 (0%) ← spot +$0 +$387 +$849 +$1,243
$429 (+2%) +$202 +$563 +$971 +$1,243
$440 (+5%) ← target +$425 +$748 +$1,081 +$1,243
$463 (+10%) +$756 +$995 +$1,192 +$1,243
$484 (+15%) +$951 +$1,119 +$1,228 +$1,243
$505 (+20%) +$1,073 +$1,184 +$1,239 +$1,243
Uses ADI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.