Target Price Playground
ADP
$293.84
๐ข
ADP IV: 25.7% โ LOW
(-57.7% vs 30d avg of 60.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $330 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $293.84 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ADP hits $330 by Dec 18: the long stock returns +$3,616 (12.3%) on $29,384 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if ADP hits $330 by Dec 18
+$3,616
+12.3% on $29,384 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$29,384
If stock โ $0
Break-even
$293.84
+0.0% from spot
Prob. of Target Hit
21%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| ADP Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $235 (-20%) | -$5,877 | -$5,877 | -$5,877 |
| $250 (-15%) | -$4,408 | -$4,408 | -$4,408 |
| $264 (-10%) | -$2,938 | -$2,938 | -$2,938 |
| $279 (-5%) | -$1,469 | -$1,469 | -$1,469 |
| $288 (-2%) | -$588 | -$588 | -$588 |
| $294 (0%) โ spot | +$0 | +$0 | +$0 |
| $300 (+2%) | +$588 | +$588 | +$588 |
| $309 (+5%) | +$1,469 | +$1,469 | +$1,469 |
| $323 (+10%) | +$2,938 | +$2,938 | +$2,938 |
| $330 (+12%) โ target | +$3,616 | +$3,616 | +$3,616 |
| $338 (+15%) | +$4,408 | +$4,408 | +$4,408 |
| $353 (+20%) | +$5,877 | +$5,877 | +$5,877 |
Uses ADP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.