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 $620 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 bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $550 · Dec '26
Qty 1 · Premium $39.63 · Δ 0.52
SHORT CALL · $600 · Dec '26
Qty 1 · Premium $13.28 · Δ 0.3
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If IDXX hits $620 by Dec 18: the bull call spread returns +$2,365 (89.8%) on $2,635 risked, vs +$6,879 (12.5%) for 100 shares on $55,121. Options give 7.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if IDXX is at $620. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if IDXX hits $620 by Dec 18
+$2,365
+89.8% on $2,635 risked
Max Profit
+$2,365
If the stock ≥ $600 at expiry
Max Loss
−$2,635
Net debit
Break-even
$576.35
+4.56% from spot
Prob. of Target Hit
35%
IV-implied, 48d (rough)
Net Δ / Θ / V
22.48 / -8.52 / 5.28
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%) | -$2,517 | -$2,594 | -$2,633 | -$2,635 |
| $469 (-15%) | -$2,324 | -$2,476 | -$2,608 | -$2,635 |
| $496 (-10%) | -$1,972 | -$2,186 | -$2,470 | -$2,635 |
| $524 (-5%) | -$1,449 | -$1,657 | -$2,027 | -$2,635 |
| $540 (-2%) | -$1,068 | -$1,228 | -$1,550 | -$2,635 |
| $551 (0%) ← spot | -$796 | -$908 | -$1,149 | -$2,514 |
| $562 (+2%) | -$515 | -$571 | -$702 | -$1,412 |
| $579 (+5%) | -$92 | -$57 | +$4 | +$242 |
| $606 (+10%) | +$573 | +$741 | +$1,066 | +$2,365 |
| $620 (+12%) ← target | +$868 | +$1,080 | +$1,469 | +$2,365 |
| $634 (+15%) | +$1,136 | +$1,376 | +$1,780 | +$2,365 |
| $661 (+20%) | +$1,567 | +$1,813 | +$2,146 | +$2,365 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.