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 $510 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
Own stock + buy put as insurance against downside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $466.6 · Δ 1.00
LONG PUT · $445 · Dec '26
Qty 1 · Premium $10.61 · Δ -0.3
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If ROP hits $510 by Dec 18: the protective put returns +$3,279 (6.9%) on $47,721 risked, vs +$4,340 (9.3%) for 100 shares on $46,660. Options give 0.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if ROP is at $510. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ROP hits $510 by Dec 18
+$3,279
+6.9% on $47,721 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$3,221
Put floors you at $445
Break-even
$477.21
+2.27% from spot
Prob. of Target Hit
41%
IV-implied, 48d (rough)
Net Δ / Θ / V
70.13 / -17.22 / 58.72
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%) | -$3,350 | -$3,350 | -$3,306 | -$3,221 |
| $397 (-15%) | -$3,063 | -$3,181 | -$3,263 | -$3,221 |
| $420 (-10%) | -$2,460 | -$2,709 | -$3,003 | -$3,221 |
| $443 (-5%) | -$1,443 | -$1,764 | -$2,196 | -$3,221 |
| $457 (-2%) | -$625 | -$944 | -$1,363 | -$1,994 |
| $467 (0%) ← spot | -$0 | -$302 | -$676 | -$1,061 |
| $476 (+2%) | +$681 | +$408 | +$95 | -$128 |
| $490 (+5%) | +$1,797 | +$1,576 | +$1,360 | +$1,272 |
| $510 (+9%) ← target | +$3,546 | +$3,402 | +$3,298 | +$3,279 |
| $537 (+15%) | +$6,037 | +$5,970 | +$5,940 | +$5,938 |
| $560 (+20%) | +$8,309 | +$8,279 | +$8,271 | +$8,271 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.