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 $610 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
Own stock + buy put as insurance against downside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $551.21 · Δ 1.00
LONG PUT · $520 · Dec '26
Qty 1 · Premium $12.5 · Δ -0.34
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If IDXX hits $610 by Dec 18: the protective put returns +$4,629 (8.2%) on $56,371 risked, vs +$5,879 (10.7%) for 100 shares on $55,121. Options give 0.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if IDXX is at $610. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if IDXX hits $610 by Dec 18
+$4,629
+8.2% on $56,371 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$4,371
Put floors you at $520
Break-even
$563.71
+2.27% from spot
Prob. of Target Hit
42%
IV-implied, 48d (rough)
Net Δ / Θ / V
66.2 / -28.97 / 75.97
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%) | -$4,320 | -$4,418 | -$4,451 | -$4,371 |
| $469 (-15%) | -$3,807 | -$4,063 | -$4,313 | -$4,371 |
| $496 (-10%) | -$2,910 | -$3,305 | -$3,804 | -$4,371 |
| $524 (-5%) | -$1,574 | -$2,027 | -$2,634 | -$4,006 |
| $540 (-2%) | -$564 | -$1,006 | -$1,577 | -$2,352 |
| $551 (0%) ← spot | +$188 | -$231 | -$745 | -$1,250 |
| $562 (+2%) | +$996 | +$611 | +$169 | -$148 |
| $579 (+5%) | +$2,303 | +$1,978 | +$1,653 | +$1,506 |
| $610 (+11%) ← target | +$5,009 | +$4,804 | +$4,656 | +$4,629 |
| $634 (+15%) | +$7,223 | +$7,094 | +$7,024 | +$7,018 |
| $661 (+20%) | +$9,870 | +$9,800 | +$9,775 | +$9,774 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.