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 $410 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 bearish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $465 · Dec '26
Qty 1 · Premium $18.83 · Δ -0.44
SHORT PUT · $430 · Dec '26
Qty 1 · Premium $12.8 · Δ -0.21
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If ROP hits $410 by Dec 18: the bear put spread returns +$2,897 (480.2%) on $603 risked, vs $-5,660 (-12.1%) for 100 shares on $46,660. Options give 39.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if ROP is at $410. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ROP hits $410 by Dec 18
+$2,897
+480.2% on $603 risked
Max Profit
+$2,897
If the stock ≤ $430 at expiry
Max Loss
−$603
Net debit
Break-even
$458.97
-1.64% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
-23.3 / -3.78 / 11.76
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%) | +$2,676 | +$2,785 | +$2,875 | +$2,897 |
| $397 (-15%) | +$2,365 | +$2,528 | +$2,749 | +$2,897 |
| $410 (-12%) ← target | +$2,099 | +$2,261 | +$2,530 | +$2,897 |
| $420 (-10%) | +$1,867 | +$2,006 | +$2,264 | +$2,897 |
| $443 (-5%) | +$1,254 | +$1,280 | +$1,333 | +$1,570 |
| $457 (-2%) | +$881 | +$828 | +$714 | +$170 |
| $467 (0%) ← spot | +$647 | +$549 | +$349 | -$603 |
| $476 (+2%) | +$431 | +$299 | +$47 | -$603 |
| $490 (+5%) | +$151 | -$9 | -$272 | -$603 |
| $513 (+10%) | -$194 | -$343 | -$521 | -$603 |
| $537 (+15%) | -$402 | -$505 | -$588 | -$603 |
| $560 (+20%) | -$512 | -$571 | -$601 | -$603 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.