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 $630 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $550 · Dec '26
Qty 1 · Premium $39.63 · Δ 0.52
LONG PUT · $550 · Dec '26
Qty 1 · Premium $27.74 · Δ -0.49
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If IDXX hits $630 by Dec 18: the long straddle returns +$1,263 (18.7%) on $6,737 risked, vs +$7,879 (14.3%) for 100 shares on $55,121. Options give 1.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if IDXX is at $630. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if IDXX hits $630 by Dec 18
+$1,263
+18.7% on $6,737 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$6,737
Both premiums paid
Break-even
$617.37
+12.0% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
3.39 / -67.41 / 158.18
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%) | +$4,131 | +$4,040 | +$4,062 | +$4,166 |
| $469 (-15%) | +$1,899 | +$1,560 | +$1,357 | +$1,410 |
| $496 (-10%) | +$199 | -$458 | -$1,105 | -$1,346 |
| $524 (-5%) | -$772 | -$1,708 | -$2,856 | -$4,102 |
| $540 (-2%) | -$957 | -$1,992 | -$3,333 | -$5,756 |
| $551 (0%) ← spot | -$912 | -$1,976 | -$3,367 | -$6,616 |
| $562 (+2%) | -$735 | -$1,800 | -$3,174 | -$5,514 |
| $579 (+5%) | -$239 | -$1,253 | -$2,497 | -$3,860 |
| $606 (+10%) | +$1,127 | +$288 | -$590 | -$1,104 |
| $630 (+14%) ← target | +$2,728 | +$2,074 | +$1,501 | +$1,263 |
| $661 (+20%) | +$5,276 | +$4,842 | +$4,539 | +$4,408 |
Uses IDXX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.