Target Price Playground
GS
$875.49
๐ข
GS IV: 35.3% โ LOW
(-33.2% vs 30d avg of 52.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $770 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $880 ยท Jun '26
Qty 1 ยท Premium $45.4 ยท ฮ -0.44
SHORT PUT ยท $810 ยท Jun '26
Qty 1 ยท Premium $22.23 ยท ฮ -0.24
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If GS hits $770 by Jun 19: the bear put spread returns +$4,683 (202.1%) on $2,317 risked, vs $-10,549 (-12.0%) for 100 shares on $87,549. Options give 16.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GS is at $770. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GS hits $770 by Jun 19
+$4,683
+202.1% on $2,317 risked
Max Profit
+$4,683
If the stock โค $810 at expiry
Max Loss
โ$2,317
Net debit
Break-even
$856.83
-2.13% from spot
Prob. of Target Hit
43%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-20.42 / -5.45 / 26.27
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
| GS Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $700 (-20%) | +$3,858 | +$4,157 | +$4,511 | +$4,683 |
| $744 (-15%) | +$3,225 | +$3,547 | +$4,066 | +$4,683 |
| $770 (-12%) โ target | +$2,760 | +$3,044 | +$3,563 | +$4,683 |
| $788 (-10%) | +$2,408 | +$2,641 | +$3,098 | +$4,683 |
| $832 (-5%) | +$1,494 | +$1,551 | +$1,671 | +$2,511 |
| $858 (-2%) | +$943 | +$882 | +$750 | -$115 |
| $875 (0%) โ spot | +$589 | +$453 | +$170 | -$1,866 |
| $893 (+2%) | +$250 | +$50 | -$357 | -$2,317 |
| $919 (+5%) | -$219 | -$495 | -$1,014 | -$2,317 |
| $963 (+10%) | -$878 | -$1,212 | -$1,741 | -$2,317 |
| $1007 (+15%) | -$1,377 | -$1,695 | -$2,100 | -$2,317 |
| $1051 (+20%) | -$1,728 | -$1,991 | -$2,246 | -$2,317 |
Uses GS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.