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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $550 · Dec '26
Qty 1 · Premium $27.74 · Δ -0.49
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If IDXX hits $485 by Dec 18: the long put returns +$3,726 (134.3%) on $2,774 risked, vs $-6,621 (-12.0%) for 100 shares on $55,121. Options give 11.2× 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
+$3,726
+134.3% on $2,774 risked
Max Profit
+$52,226
If stock → $0
Max Loss
−$2,774
Premium paid
Break-even
$522.26
-5.25% from spot
Prob. of Target Hit
37%
IV-implied, 48d (rough)
Net Δ / Θ / V
-48.93 / -27.93 / 79.13
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%) | +$7,949 | +$7,958 | +$8,023 | +$8,129 |
| $469 (-15%) | +$5,455 | +$5,340 | +$5,292 | +$5,373 |
| $485 (-12%) ← target | +$4,085 | +$3,875 | +$3,707 | +$3,726 |
| $496 (-10%) | +$3,227 | +$2,953 | +$2,683 | +$2,617 |
| $524 (-5%) | +$1,364 | +$950 | +$430 | -$139 |
| $540 (-2%) | +$444 | -$19 | -$636 | -$1,793 |
| $551 (0%) ← spot | -$84 | -$562 | -$1,204 | -$2,774 |
| $562 (+2%) | -$547 | -$1,025 | -$1,658 | -$2,774 |
| $579 (+5%) | -$1,126 | -$1,579 | -$2,147 | -$2,774 |
| $606 (+10%) | -$1,821 | -$2,186 | -$2,571 | -$2,774 |
| $634 (+15%) | -$2,252 | -$2,510 | -$2,721 | -$2,774 |
| $661 (+20%) | -$2,503 | -$2,665 | -$2,763 | -$2,774 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.