Target Price Playground
ROP
$343.15
๐ข
ROP IV: 32.4% โ LOW
(-45.0% vs 30d avg of 58.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $370 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $343.15 ยท ฮ 1.00
SHORT CALL ยท $370 ยท Jun '26
Qty 1 ยท Premium $10.52 ยท ฮ 0.35
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ROP hits $370 by Jun 19: the covered call returns +$3,737 (11.2%) on $33,263 risked, vs +$2,685 (7.8%) for 100 shares on $34,315. Options give 1.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ROP is at $370. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ROP hits $370 by Jun 19
+$3,737
+11.2% on $33,263 risked
Max Profit
+$3,737
If the stock โฅ $370 at expiry
Max Loss
โ$33,263
If stock โ $0 (minus premium received)
Break-even
$332.63
-3.07% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
65.45 / 14.83 / -54.2
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
| ROP Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $275 (-20%) | -$5,847 | -$5,818 | -$5,811 | -$5,811 |
| $292 (-15%) | -$4,202 | -$4,129 | -$4,097 | -$4,095 |
| $309 (-10%) | -$2,646 | -$2,497 | -$2,397 | -$2,380 |
| $326 (-5%) | -$1,229 | -$981 | -$754 | -$664 |
| $336 (-2%) | -$466 | -$158 | +$166 | +$366 |
| $343 (0%) โ spot | +$0 | +$345 | +$733 | +$1,052 |
| $350 (+2%) | +$431 | +$807 | +$1,254 | +$1,738 |
| $360 (+5%) | +$1,010 | +$1,421 | +$1,933 | +$2,768 |
| $370 (+8%) โ target | +$1,481 | +$1,908 | +$2,449 | +$3,737 |
| $377 (+10%) | +$1,795 | +$2,225 | +$2,765 | +$3,737 |
| $395 (+15%) | +$2,371 | +$2,776 | +$3,250 | +$3,737 |
| $412 (+20%) | +$2,772 | +$3,123 | +$3,487 | +$3,737 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.