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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $420 · Dec '26
Qty 1 · Premium $30.5 · Δ 0.55
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If ADI hits $470 by Dec 18: the long call returns +$1,950 (63.9%) on $3,050 risked, vs +$4,945 (11.8%) for 100 shares on $42,055. Options give 5.4× 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
+$1,950
+63.9% on $3,050 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,050
Premium paid
Break-even
$450.50
+7.12% from spot
Prob. of Target Hit
50%
IV-implied, 72d (rough)
Net Δ / Θ / V
54.9 / -21.32 / 73.67
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%) | -$2,709 | -$2,904 | -$3,031 | -$3,050 |
| $357 (-15%) | -$2,355 | -$2,675 | -$2,956 | -$3,050 |
| $379 (-10%) | -$1,795 | -$2,240 | -$2,726 | -$3,050 |
| $400 (-5%) | -$995 | -$1,537 | -$2,204 | -$3,050 |
| $412 (-2%) | -$395 | -$971 | -$1,704 | -$3,050 |
| $421 (0%) ← spot | +$55 | -$534 | -$1,286 | -$2,995 |
| $429 (+2%) | +$543 | -$49 | -$801 | -$2,154 |
| $442 (+5%) | +$1,344 | +$761 | +$42 | -$892 |
| $463 (+10%) | +$2,842 | +$2,308 | +$1,704 | +$1,211 |
| $470 (+12%) ← target | +$3,412 | +$2,901 | +$2,347 | +$1,950 |
| $484 (+15%) | +$4,513 | +$4,051 | +$3,588 | +$3,313 |
| $505 (+20%) | +$6,318 | +$5,934 | +$5,595 | +$5,416 |
Uses ADI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.