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 $395 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 $345 ยท Jun '26
Qty 1 ยท Premium $20.03 ยท ฮ 0.54
LONG PUT ยท $345 ยท Jun '26
Qty 1 ยท Premium $19.04 ยท ฮ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If ROP hits $395 by Jun 19: the long straddle returns +$1,092 (28.0%) on $3,908 risked, vs +$5,185 (15.1%) for 100 shares on $34,315. Options give 1.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ROP is at $395. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ROP hits $395 by Jun 19
+$1,092
+28.0% on $3,908 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$3,908
Both premiums paid
Break-even
$305.92
-10.85% from spot
Prob. of Target Hit
29%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
7.3 / -28.93 / 116.81
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%) | +$3,091 | +$3,029 | +$3,049 | +$3,141 |
| $292 (-15%) | +$1,741 | +$1,515 | +$1,376 | +$1,425 |
| $309 (-10%) | +$716 | +$288 | -$133 | -$290 |
| $326 (-5%) | +$118 | -$488 | -$1,221 | -$2,006 |
| $336 (-2%) | -$11 | -$686 | -$1,550 | -$3,036 |
| $343 (0%) โ spot | +$1 | -$700 | -$1,609 | -$3,722 |
| $350 (+2%) | +$88 | -$621 | -$1,539 | -$3,406 |
| $360 (+5%) | +$356 | -$337 | -$1,204 | -$2,376 |
| $377 (+10%) | +$1,124 | +$518 | -$154 | -$660 |
| $395 (+15%) โ target | +$2,245 | +$1,766 | +$1,318 | +$1,093 |
| $412 (+20%) | +$3,548 | +$3,188 | +$2,905 | +$2,771 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.