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 $370 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $420 · Dec '26
Qty 1 · Premium $27.2 · Δ -0.45
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If ADI hits $370 by Dec 18: the long put returns +$2,280 (83.8%) on $2,720 risked, vs $-5,055 (-12.0%) for 100 shares on $42,055. Options give 7.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ADI is at $370. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ADI hits $370 by Dec 18
+$2,280
+83.8% on $2,720 risked
Max Profit
+$39,280
If stock → $0
Max Loss
−$2,720
Premium paid
Break-even
$392.80
-6.6% from spot
Prob. of Target Hit
49%
IV-implied, 72d (rough)
Net Δ / Θ / V
-45.33 / -18.47 / 73.73
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%) | +$5,606 | +$5,534 | +$5,531 | +$5,636 |
| $357 (-15%) | +$3,856 | +$3,661 | +$3,502 | +$3,533 |
| $370 (-12%) ← target | +$2,910 | +$2,637 | +$2,360 | +$2,280 |
| $379 (-10%) | +$2,314 | +$1,992 | +$1,630 | +$1,430 |
| $400 (-5%) | +$1,012 | +$593 | +$50 | -$672 |
| $412 (-2%) | +$350 | -$103 | -$712 | -$1,934 |
| $421 (0%) ← spot | -$41 | -$507 | -$1,135 | -$2,720 |
| $429 (+2%) | -$394 | -$863 | -$1,492 | -$2,720 |
| $442 (+5%) | -$856 | -$1,315 | -$1,910 | -$2,720 |
| $463 (+10%) | -$1,460 | -$1,871 | -$2,351 | -$2,720 |
| $484 (+15%) | -$1,892 | -$2,230 | -$2,569 | -$2,720 |
| $505 (+20%) | -$2,189 | -$2,450 | -$2,665 | -$2,720 |
Uses ADI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.