Target Price Playground
IDXX
$551.21
๐ข
IDXX IV: 33.4% โ LOW
(-70.0% vs 30d avg of 111.5%)
Options are cheap vs 30d avg โ 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
๐ 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $551.21 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If IDXX hits $620 by Dec 18: the long stock returns +$6,879 (12.5%) on $55,121 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if IDXX hits $620 by Dec 18
+$6,879
+12.5% on $55,121 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$55,121
If stock โ $0
Break-even
$551.21
+0.0% from spot
Prob. of Target Hit
35%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| IDXX Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $441 (-20%) | -$11,024 | -$11,024 | -$11,024 |
| $469 (-15%) | -$8,268 | -$8,268 | -$8,268 |
| $496 (-10%) | -$5,512 | -$5,512 | -$5,512 |
| $524 (-5%) | -$2,756 | -$2,756 | -$2,756 |
| $540 (-2%) | -$1,102 | -$1,102 | -$1,102 |
| $551 (0%) โ spot | +$0 | +$0 | +$0 |
| $562 (+2%) | +$1,102 | +$1,102 | +$1,102 |
| $579 (+5%) | +$2,756 | +$2,756 | +$2,756 |
| $606 (+10%) | +$5,512 | +$5,512 | +$5,512 |
| $620 (+12%) โ target | +$6,879 | +$6,879 | +$6,879 |
| $634 (+15%) | +$8,268 | +$8,268 | +$8,268 |
| $661 (+20%) | +$11,024 | +$11,024 | +$11,024 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.