Target Price Playground

Templates Custom Builder LEAP Simulator
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 $490 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $430 · Dec '26
Qty 1 · Premium $12.8 · Δ -0.21
P&L at Expiry Now $467 Target $490 $327 $467 $607
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If ROP hits $490 by Dec 18: the cash-secured put returns +$1,280 (3.1%) on $-1,280 credit (max loss $41,720), vs +$2,340 (5.0%) for 100 shares on $46,660. Options give 0.6× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if ROP is at $490. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if ROP hits $490 by Dec 18
+$1,280
+3.1% on $41,720 max loss
Max Profit
+$1,280
If the stock ≥ $430 at expiry
Max Loss
−$41,720
If stock → $0 after assignment
Break-even
$417.20
-10.59% from spot
Prob. of Target Hit
66%
IV-implied, 48d (rough)
Net Δ / Θ / V
21.17 / 15.14 / -55.09
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

ROP Price Today Nov 16 Dec 2 Dec 18 (exp)
$373 (-20%) -$4,392 -$4,333 -$4,322 -$4,392
$397 (-15%) -$2,513 -$2,321 -$2,123 -$2,059
$420 (-10%) -$1,029 -$735 -$346 +$274
$443 (-5%) +$8 +$314 +$714 +$1,280
$457 (-2%) +$433 +$706 +$1,026 +$1,280
$467 (0%) ← spot +$647 +$887 +$1,142 +$1,280
$476 (+2%) +$814 +$1,017 +$1,209 +$1,280
$490 (+5%) ← target +$995 +$1,144 +$1,257 +$1,280
$513 (+10%) +$1,162 +$1,239 +$1,277 +$1,280
$537 (+15%) +$1,235 +$1,269 +$1,280 +$1,280
$560 (+20%) +$1,264 +$1,278 +$1,280 +$1,280
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.