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 $445 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $465 · Jan '27
Qty 1 · Premium $23.42 · Δ -0.44
SHORT PUT · $445 · Dec '26
Qty 1 · Premium $10.61 · Δ -0.3
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If ROP hits $445 by Dec 18: the diagonal put spread returns +$1,371 (106.9%) on $1,282 risked, vs $-2,160 (-4.6%) for 100 shares on $46,660. Options give 23.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if ROP is at $445. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ROP hits $445 by Dec 18
+$1,371
+106.9% on $1,282 risked
Max Profit
+$1,331
If the stock price is favorable
Max Loss
−$1,281
Worst-case within chart range
Break-even
$470.41
+0.82% from spot
Prob. of Target Hit
68%
IV-implied, 48d (rough)
Net Δ / Θ / V
-13.73 / 2.82 / 25.13
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%) | +$595 | +$606 | +$592 | +$566 |
| $397 (-15%) | +$585 | +$639 | +$672 | +$611 |
| $420 (-10%) | +$494 | +$596 | +$736 | +$800 |
| $445 (-5%) ← target | +$274 | +$378 | +$560 | +$1,372 |
| $457 (-2%) | +$125 | +$206 | +$344 | +$629 |
| $467 (0%) ← spot | +$1 | +$55 | +$139 | +$165 |
| $476 (+2%) | -$129 | -$104 | -$81 | -$214 |
| $490 (+5%) | -$326 | -$344 | -$402 | -$637 |
| $513 (+10%) | -$628 | -$698 | -$824 | -$1,037 |
| $537 (+15%) | -$868 | -$954 | -$1,073 | -$1,202 |
| $560 (+20%) | -$1,038 | -$1,113 | -$1,196 | -$1,259 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.