Target Price Playground
IDCC
$352.27
๐ก
IDCC IV: 54.6% โ NORMAL
(-10.2% vs 30d avg of 60.8%)
IV is near its 30-day average โ no strong edge either way.
Forward Projection
If price hits $310 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $350 ยท Jun '26
Qty 1 ยท Premium $62.65 ยท ฮ -0.41
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If IDCC hits $310 by Jun 19: the long put returns $-2,265 (-36.2%) on $6,265 risked, vs $-4,227 (-12.0%) for 100 shares on $35,227. Options give 3.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if IDCC is at $310. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if IDCC hits $310 by Jun 19
$-2,265
-36.2% on $6,265 risked
Max Profit
+$28,735
If stock โ $0
Max Loss
โ$6,265
Premium paid
Break-even
$287.35
-18.43% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-40.71 / -11.84 / 99.41
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| IDCC Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $282 (-20%) | +$861 | +$672 | +$528 | +$553 |
| $299 (-15%) | -$481 | -$778 | -$1,084 | -$1,208 |
| $310 (-12%) โ target | -$1,211 | -$1,567 | -$1,976 | -$2,265 |
| $317 (-10%) | -$1,663 | -$2,054 | -$2,527 | -$2,969 |
| $335 (-5%) | -$2,674 | -$3,133 | -$3,732 | -$4,731 |
| $345 (-2%) | -$3,197 | -$3,680 | -$4,321 | -$5,787 |
| $352 (0%) โ spot | -$3,513 | -$4,004 | -$4,657 | -$6,265 |
| $359 (+2%) | -$3,804 | -$4,298 | -$4,950 | -$6,265 |
| $370 (+5%) | -$4,193 | -$4,681 | -$5,311 | -$6,265 |
| $388 (+10%) | -$4,731 | -$5,186 | -$5,734 | -$6,265 |
| $405 (+15%) | -$5,145 | -$5,549 | -$5,988 | -$6,265 |
| $423 (+20%) | -$5,459 | -$5,801 | -$6,128 | -$6,265 |
Uses IDCC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.