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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $465 · Dec '26
Qty 1 · Premium $18.83 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If ROP hits $410 by Dec 18: the long put returns +$3,617 (192.1%) on $1,883 risked, vs $-5,660 (-12.1%) for 100 shares on $46,660. Options give 15.9× 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
+$3,617
+192.1% on $1,883 risked
Max Profit
+$44,617
If stock → $0
Max Loss
−$1,883
Premium paid
Break-even
$446.17
-4.38% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
-44.46 / -18.92 / 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%) | +$7,068 | +$7,118 | +$7,198 | +$7,289 |
| $397 (-15%) | +$4,877 | +$4,849 | +$4,872 | +$4,956 |
| $410 (-12%) ← target | +$3,707 | +$3,609 | +$3,557 | +$3,617 |
| $420 (-10%) | +$2,896 | +$2,741 | +$2,610 | +$2,623 |
| $443 (-5%) | +$1,246 | +$965 | +$619 | +$290 |
| $457 (-2%) | +$448 | +$122 | -$312 | -$1,110 |
| $467 (0%) ← spot | +$0 | -$338 | -$793 | -$1,883 |
| $476 (+2%) | -$383 | -$718 | -$1,162 | -$1,883 |
| $490 (+5%) | -$843 | -$1,152 | -$1,529 | -$1,883 |
| $513 (+10%) | -$1,356 | -$1,582 | -$1,799 | -$1,883 |
| $537 (+15%) | -$1,637 | -$1,775 | -$1,868 | -$1,883 |
| $560 (+20%) | -$1,777 | -$1,849 | -$1,881 | -$1,883 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.