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 $540 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $465 · Dec '26
Qty 1 · Premium $23.18 · Δ 0.56
LONG PUT · $465 · Dec '26
Qty 1 · Premium $18.83 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If ROP hits $540 by Dec 18: the long straddle returns +$3,299 (78.5%) on $4,201 risked, vs +$7,340 (15.7%) for 100 shares on $46,660. Options give 5.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if ROP is at $540. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ROP hits $540 by Dec 18
+$3,299
+78.5% on $4,201 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$4,201
Both premiums paid
Break-even
$507.01
+8.66% from spot
Prob. of Target Hit
16%
IV-implied, 48d (rough)
Net Δ / Θ / V
11.08 / -43.53 / 133.71
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%) | +$4,803 | +$4,813 | +$4,880 | +$4,971 |
| $397 (-15%) | +$2,755 | +$2,606 | +$2,561 | +$2,638 |
| $420 (-10%) | +$1,126 | +$724 | +$370 | +$305 |
| $443 (-5%) | +$158 | -$494 | -$1,278 | -$2,028 |
| $457 (-2%) | -$37 | -$780 | -$1,741 | -$3,428 |
| $467 (0%) ← spot | -$0 | -$768 | -$1,770 | -$4,041 |
| $476 (+2%) | +$167 | -$596 | -$1,574 | -$3,108 |
| $490 (+5%) | +$645 | -$63 | -$908 | -$1,708 |
| $513 (+10%) | +$1,953 | +$1,410 | +$886 | +$625 |
| $540 (+16%) ← target | +$4,010 | +$3,667 | +$3,413 | +$3,299 |
| $560 (+20%) | +$5,778 | +$5,543 | +$5,387 | +$5,291 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.