Target Price Playground
ROP
$466.60
🟢
ROP IV: 32.6% — LOW
(-40.8% vs 30d avg of 55.0%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $520 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $465 · Dec '26
Qty 1 · Premium $23.18 · Δ 0.56
SHORT CALL · $500 · Dec '26
Qty 1 · Premium $9.2 · Δ 0.28
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If ROP hits $520 by Dec 18: the bull call spread returns +$2,102 (150.4%) on $1,398 risked, vs +$5,340 (11.4%) for 100 shares on $46,660. Options give 13.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if ROP is at $520. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ROP hits $520 by Dec 18
+$2,102
+150.4% on $1,398 risked
Max Profit
+$2,102
If the stock ≥ $500 at expiry
Max Loss
−$1,398
Net debit
Break-even
$478.98
+2.65% from spot
Prob. of Target Hit
31%
IV-implied, 48d (rough)
Net Δ / Θ / V
27.37 / -6.39 / 4.25
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
| ROP Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $373 (-20%) | -$1,354 | -$1,386 | -$1,398 | -$1,398 |
| $397 (-15%) | -$1,245 | -$1,331 | -$1,391 | -$1,398 |
| $420 (-10%) | -$1,004 | -$1,150 | -$1,323 | -$1,398 |
| $443 (-5%) | -$599 | -$753 | -$1,020 | -$1,398 |
| $457 (-2%) | -$287 | -$405 | -$639 | -$1,398 |
| $467 (0%) ← spot | -$60 | -$138 | -$305 | -$1,238 |
| $476 (+2%) | +$174 | +$143 | +$73 | -$305 |
| $490 (+5%) | +$523 | +$567 | +$657 | +$1,095 |
| $513 (+10%) | +$1,051 | +$1,191 | +$1,454 | +$2,102 |
| $520 (+11%) ← target | +$1,183 | +$1,339 | +$1,615 | +$2,102 |
| $537 (+15%) | +$1,461 | +$1,631 | +$1,884 | +$2,102 |
| $560 (+20%) | +$1,740 | +$1,886 | +$2,043 | +$2,102 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.