Target Price Playground
IDXX
$551.21
🟢
IDXX IV: 33.2% — LOW
(-70.3% 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 $520 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $550 · Jan '27
Qty 1 · Premium $33.1 · Δ -0.48
SHORT PUT · $520 · Dec '26
Qty 1 · Premium $12.5 · Δ -0.34
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If IDXX hits $520 by Dec 18: the diagonal put spread returns +$1,619 (78.6%) on $2,060 risked, vs $-3,121 (-5.7%) for 100 shares on $55,121. Options give 13.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if IDXX is at $520. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if IDXX hits $520 by Dec 18
+$1,619
+78.6% on $2,060 risked
Max Profit
+$1,564
If the stock price is favorable
Max Loss
−$2,057
Worst-case within chart range
Break-even
$547.15
-0.74% from spot
Prob. of Target Hit
67%
IV-implied, 48d (rough)
Net Δ / Θ / V
-14.15 / 9.73 / 23.01
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%) | +$776 | +$827 | +$838 | +$779 |
| $469 (-15%) | +$704 | +$817 | +$932 | +$886 |
| $496 (-10%) | +$524 | +$678 | +$917 | +$1,206 |
| $520 (-6%) ← target | +$272 | +$416 | +$670 | +$1,790 |
| $540 (-2%) | +$4 | +$105 | +$276 | +$560 |
| $551 (0%) ← spot | -$156 | -$88 | +$15 | +$12 |
| $562 (+2%) | -$321 | -$289 | -$260 | -$450 |
| $579 (+5%) | -$569 | -$591 | -$664 | -$994 |
| $606 (+10%) | -$960 | -$1,052 | -$1,229 | -$1,569 |
| $634 (+15%) | -$1,290 | -$1,417 | -$1,610 | -$1,856 |
| $661 (+20%) | -$1,547 | -$1,674 | -$1,834 | -$1,984 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.