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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $550 · Dec '26
Qty 1 · Premium $39.63 · Δ 0.52
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If IDXX hits $620 by Dec 18: the long call returns +$3,037 (76.6%) on $3,963 risked, vs +$6,879 (12.5%) for 100 shares on $55,121. Options give 6.1× 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
+$3,037
+76.6% on $3,963 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,963
Premium paid
Break-even
$589.63
+6.97% from spot
Prob. of Target Hit
35%
IV-implied, 48d (rough)
Net Δ / Θ / V
52.32 / -39.48 / 79.06
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%) | -$3,818 | -$3,918 | -$3,961 | -$3,963 |
| $469 (-15%) | -$3,556 | -$3,780 | -$3,935 | -$3,963 |
| $496 (-10%) | -$3,028 | -$3,411 | -$3,788 | -$3,963 |
| $524 (-5%) | -$2,136 | -$2,658 | -$3,286 | -$3,963 |
| $540 (-2%) | -$1,401 | -$1,973 | -$2,697 | -$3,963 |
| $551 (0%) ← spot | -$828 | -$1,414 | -$2,163 | -$3,842 |
| $562 (+2%) | -$188 | -$775 | -$1,516 | -$2,740 |
| $579 (+5%) | +$887 | +$326 | -$350 | -$1,086 |
| $606 (+10%) | +$2,948 | +$2,474 | +$1,981 | +$1,670 |
| $620 (+12%) ← target | +$4,073 | +$3,653 | +$3,252 | +$3,037 |
| $634 (+15%) | +$5,273 | +$4,906 | +$4,587 | +$4,426 |
| $661 (+20%) | +$7,778 | +$7,507 | +$7,302 | +$7,182 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.