Target Price Playground
IDXX
$551.21
🟢
IDXX IV: 33.4% — LOW
(-70.0% vs 30d avg of 111.5%)
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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $550 · Dec '26
Qty 1 · Premium $27.74 · Δ -0.49
SHORT PUT · $510 · Dec '26
Qty 1 · Premium $11.0 · Δ -0.3
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If IDXX hits $485 by Dec 18: the bear put spread returns +$2,326 (138.9%) on $1,674 risked, vs $-6,621 (-12.0%) for 100 shares on $55,121. Options give 11.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if IDXX is at $485. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if IDXX hits $485 by Dec 18
+$2,326
+138.9% on $1,674 risked
Max Profit
+$2,326
If the stock ≤ $510 at expiry
Max Loss
−$1,674
Net debit
Break-even
$533.26
-3.26% from spot
Prob. of Target Hit
37%
IV-implied, 48d (rough)
Net Δ / Θ / V
-19.42 / 0.23 / 13.39
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
| IDXX Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $441 (-20%) | +$1,973 | +$2,124 | +$2,277 | +$2,326 |
| $469 (-15%) | +$1,607 | +$1,795 | +$2,079 | +$2,326 |
| $485 (-12%) ← target | +$1,314 | +$1,486 | +$1,795 | +$2,326 |
| $496 (-10%) | +$1,091 | +$1,235 | +$1,516 | +$2,326 |
| $524 (-5%) | +$487 | +$515 | +$576 | +$961 |
| $540 (-2%) | +$122 | +$70 | -$40 | -$693 |
| $551 (0%) ← spot | -$111 | -$211 | -$418 | -$1,674 |
| $562 (+2%) | -$331 | -$470 | -$746 | -$1,674 |
| $579 (+5%) | -$628 | -$807 | -$1,127 | -$1,674 |
| $606 (+10%) | -$1,023 | -$1,216 | -$1,488 | -$1,674 |
| $634 (+15%) | -$1,296 | -$1,457 | -$1,624 | -$1,674 |
| $661 (+20%) | -$1,467 | -$1,581 | -$1,663 | -$1,674 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.