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 $485 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
72d from today
⚙️ Legs
LONG CALL · $420 · Dec '26
Qty 1 · Premium $30.5 · Δ 0.55
LONG PUT · $420 · Dec '26
Qty 1 · Premium $27.2 · Δ -0.45
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If ADI hits $485 by Dec 18: the long straddle returns +$730 (12.7%) on $5,770 risked, vs +$6,445 (15.3%) for 100 shares on $42,055. Options give 0.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ADI is at $485. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ADI hits $485 by Dec 18
+$730
+12.7% on $5,770 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$5,770
Both premiums paid
Break-even
$477.70
+13.59% from spot
Prob. of Target Hit
38%
IV-implied, 72d (rough)
Net Δ / Θ / V
9.57 / -39.79 / 147.4
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%) | +$2,897 | +$2,630 | +$2,500 | +$2,586 |
| $357 (-15%) | +$1,501 | +$986 | +$546 | +$483 |
| $379 (-10%) | +$519 | -$248 | -$1,095 | -$1,620 |
| $400 (-5%) | +$16 | -$944 | -$2,154 | -$3,722 |
| $412 (-2%) | -$45 | -$1,075 | -$2,415 | -$4,984 |
| $421 (0%) ← spot | +$14 | -$1,041 | -$2,421 | -$5,715 |
| $429 (+2%) | +$149 | -$913 | -$2,293 | -$4,874 |
| $442 (+5%) | +$488 | -$554 | -$1,868 | -$3,612 |
| $463 (+10%) | +$1,382 | +$437 | -$647 | -$1,509 |
| $485 (+15%) ← target | +$2,712 | +$1,922 | +$1,137 | +$730 |
| $505 (+20%) | +$4,129 | +$3,485 | +$2,931 | +$2,696 |
Uses ADI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.