Target Price Playground
ROP
$343.15
๐ข
ROP IV: 32.6% โ LOW
(-44.6% 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 $385 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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $343.15 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ROP hits $385 by Jun 19: the long stock returns +$4,185 (12.2%) on $34,315 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if ROP hits $385 by Jun 19
+$4,185
+12.2% on $34,315 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$34,315
If stock โ $0
Break-even
$343.15
+0.0% from spot
Prob. of Target Hit
39%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 13 | Jun 12 (exp) |
|---|---|---|---|
| $275 (-20%) | -$6,863 | -$6,863 | -$6,863 |
| $292 (-15%) | -$5,147 | -$5,147 | -$5,147 |
| $309 (-10%) | -$3,432 | -$3,432 | -$3,432 |
| $326 (-5%) | -$1,716 | -$1,716 | -$1,716 |
| $336 (-2%) | -$686 | -$686 | -$686 |
| $343 (0%) โ spot | +$0 | +$0 | +$0 |
| $350 (+2%) | +$686 | +$686 | +$686 |
| $360 (+5%) | +$1,716 | +$1,716 | +$1,716 |
| $377 (+10%) | +$3,432 | +$3,432 | +$3,432 |
| $385 (+12%) โ target | +$4,185 | +$4,185 | +$4,185 |
| $395 (+15%) | +$5,147 | +$5,147 | +$5,147 |
| $412 (+20%) | +$6,863 | +$6,863 | +$6,863 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.