Target Price Playground
ADP
$241.92
๐ข
ADP IV: 29.2% โ LOW
(-53.2% vs 30d avg of 62.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $270 by Sep 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
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $241.92 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ADP hits $270 by Sep 18: the long stock returns +$2,808 (11.6%) on $24,192 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if ADP hits $270 by Sep 18
+$2,808
+11.6% on $24,192 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$24,192
If stock โ $0
Break-even
$241.92
+0.0% from spot
Prob. of Target Hit
37%
IV-implied, 68d (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 | Aug 11 | Sep 10 (exp) |
|---|---|---|---|
| $194 (-20%) | -$4,838 | -$4,838 | -$4,838 |
| $206 (-15%) | -$3,629 | -$3,629 | -$3,629 |
| $218 (-10%) | -$2,419 | -$2,419 | -$2,419 |
| $230 (-5%) | -$1,210 | -$1,210 | -$1,210 |
| $237 (-2%) | -$484 | -$484 | -$484 |
| $242 (0%) โ spot | +$0 | +$0 | +$0 |
| $247 (+2%) | +$484 | +$484 | +$484 |
| $254 (+5%) | +$1,210 | +$1,210 | +$1,210 |
| $266 (+10%) | +$2,419 | +$2,419 | +$2,419 |
| $270 (+12%) โ target | +$2,808 | +$2,808 | +$2,808 |
| $278 (+15%) | +$3,629 | +$3,629 | +$3,629 |
| $290 (+20%) | +$4,838 | +$4,838 | +$4,838 |
Uses ADP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.