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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $465 · Dec '26
Qty 1 · Premium $23.18 · Δ 0.56
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If ROP hits $520 by Dec 18: the long call returns +$3,182 (137.3%) on $2,318 risked, vs +$5,340 (11.4%) for 100 shares on $46,660. Options give 12.0× 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
+$3,182
+137.3% on $2,318 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$2,318
Premium paid
Break-even
$488.18
+4.62% from spot
Prob. of Target Hit
31%
IV-implied, 48d (rough)
Net Δ / Θ / V
55.54 / -24.62 / 66.85
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%) | -$2,265 | -$2,305 | -$2,318 | -$2,318 |
| $397 (-15%) | -$2,122 | -$2,242 | -$2,311 | -$2,318 |
| $420 (-10%) | -$1,770 | -$2,017 | -$2,239 | -$2,318 |
| $443 (-5%) | -$1,088 | -$1,460 | -$1,897 | -$2,318 |
| $457 (-2%) | -$486 | -$903 | -$1,429 | -$2,318 |
| $467 (0%) ← spot | -$0 | -$430 | -$977 | -$2,158 |
| $476 (+2%) | +$550 | +$123 | -$412 | -$1,225 |
| $490 (+5%) | +$1,489 | +$1,089 | +$621 | +$175 |
| $513 (+10%) | +$3,309 | +$2,992 | +$2,684 | +$2,508 |
| $520 (+11%) ← target | +$3,882 | +$3,592 | +$3,326 | +$3,182 |
| $537 (+15%) | +$5,361 | +$5,132 | +$4,947 | +$4,841 |
| $560 (+20%) | +$7,555 | +$7,391 | +$7,268 | +$7,174 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.