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 $405 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $350 ยท Jun '26
Qty 1 ยท Premium $65.8 ยท ฮ 0.6
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If IDCC hits $405 by Jun 19: the long straddle returns $-7,345 (-57.2%) on $12,845 risked, vs +$5,273 (15.0%) for 100 shares on $35,227. Options give 3.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if IDCC is at $405. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if IDCC hits $405 by Jun 19
$-7,345
-57.2% on $12,845 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$12,845
Both premiums paid
Break-even
$478.45
+35.82% from spot
Prob. of Target Hit
49%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
18.96 / -26.45 / 198.59
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%) | -$5,122 | -$5,595 | -$5,979 | -$6,027 |
| $299 (-15%) | -$6,047 | -$6,734 | -$7,441 | -$7,788 |
| $317 (-10%) | -$6,649 | -$7,526 | -$8,567 | -$9,549 |
| $335 (-5%) | -$6,908 | -$7,921 | -$9,214 | -$11,311 |
| $345 (-2%) | -$6,899 | -$7,959 | -$9,336 | -$12,367 |
| $352 (0%) โ spot | -$6,827 | -$7,903 | -$9,304 | -$12,618 |
| $359 (+2%) | -$6,703 | -$7,785 | -$9,183 | -$11,913 |
| $370 (+5%) | -$6,426 | -$7,495 | -$8,849 | -$10,857 |
| $388 (+10%) | -$5,738 | -$6,743 | -$7,935 | -$9,095 |
| $405 (+15%) โ target | -$4,813 | -$5,715 | -$6,689 | -$7,345 |
| $423 (+20%) | -$3,674 | -$4,451 | -$5,201 | -$5,573 |
Uses IDCC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.