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 $500 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, sell OTM call for income. Caps upside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $466.6 · Δ 1.00
SHORT CALL · $500 · Dec '26
Qty 1 · Premium $9.2 · Δ 0.28
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If ROP hits $500 by Dec 18: the covered call returns +$4,260 (9.3%) on $45,740 risked, vs +$3,340 (7.2%) for 100 shares on $46,660. Options give 1.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if ROP is at $500. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ROP hits $500 by Dec 18
+$4,260
+9.3% on $45,740 risked
Max Profit
+$4,260
If the stock ≥ $500 at expiry
Max Loss
−$45,740
If stock → $0 (minus premium received)
Break-even
$457.40
-1.97% from spot
Prob. of Target Hit
53%
IV-implied, 48d (rough)
Net Δ / Θ / V
71.83 / 18.23 / -62.6
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%) | -$8,421 | -$8,413 | -$8,412 | -$8,412 |
| $397 (-15%) | -$6,122 | -$6,088 | -$6,079 | -$6,079 |
| $420 (-10%) | -$3,900 | -$3,799 | -$3,750 | -$3,746 |
| $443 (-5%) | -$1,844 | -$1,627 | -$1,455 | -$1,413 |
| $457 (-2%) | -$734 | -$435 | -$144 | -$13 |
| $467 (0%) ← spot | -$60 | +$291 | +$672 | +$920 |
| $476 (+2%) | +$557 | +$953 | +$1,418 | +$1,853 |
| $490 (+5%) | +$1,367 | +$1,811 | +$2,369 | +$3,253 |
| $500 (+7%) ← target | +$1,862 | +$2,323 | +$2,910 | +$4,260 |
| $513 (+10%) | +$2,408 | +$2,865 | +$3,436 | +$4,260 |
| $537 (+15%) | +$3,099 | +$3,498 | +$3,935 | +$4,260 |
| $560 (+20%) | +$3,517 | +$3,826 | +$4,108 | +$4,260 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.