Target Price Playground

Templates Custom Builder LEAP Simulator
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 $580 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $510 · Dec '26
Qty 1 · Premium $11.0 · Δ -0.3
P&L at Expiry Now $551 Target $580 $386 $551 $717
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If IDXX hits $580 by Dec 18: the cash-secured put returns +$1,100 (2.2%) on $-1,100 credit (max loss $49,900), vs +$2,879 (5.2%) for 100 shares on $55,121. Options give 0.4× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if IDXX is at $580. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if IDXX hits $580 by Dec 18
+$1,100
+2.2% on $49,900 max loss
Max Profit
+$1,100
If the stock ≥ $510 at expiry
Max Loss
−$49,900
If stock → $0 after assignment
Break-even
$499.00
-9.47% from spot
Prob. of Target Hit
69%
IV-implied, 48d (rough)
Net Δ / Θ / V
29.51 / 28.16 / -65.73
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

IDXX Price Today Nov 16 Dec 2 Dec 18 (exp)
$441 (-20%) -$5,976 -$5,833 -$5,746 -$5,803
$469 (-15%) -$3,848 -$3,545 -$3,214 -$3,047
$496 (-10%) -$2,136 -$1,718 -$1,168 -$291
$524 (-5%) -$876 -$435 +$146 +$1,100
$540 (-2%) -$322 +$89 +$596 +$1,100
$551 (0%) ← spot -$27 +$351 +$786 +$1,100
$562 (+2%) +$216 +$555 +$912 +$1,100
$580 (+5%) ← target +$515 +$785 +$1,024 +$1,100
$606 (+10%) +$797 +$970 +$1,084 +$1,100
$634 (+15%) +$956 +$1,053 +$1,097 +$1,100
$661 (+20%) +$1,035 +$1,085 +$1,100 +$1,100
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.