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 $950 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
@ $875.49 ยท ฮ 1.00
SHORT CALL ยท $950 ยท Jun '26
Qty 1 ยท Premium $17.6 ยท ฮ 0.31
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If GS hits $950 by Jun 19: the covered call returns +$9,212 (10.7%) on $85,789 risked, vs +$7,452 (8.5%) for 100 shares on $87,549. Options give 1.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GS is at $950. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GS hits $950 by Jun 19
+$9,212
+10.7% on $85,789 risked
Max Profit
+$9,212
If the stock โฅ $950 at expiry
Max Loss
โ$85,789
If stock โ $0 (minus premium received)
Break-even
$857.88
-2.01% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
68.6 / 30.11 / -138.42
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%) | -$15,880 | -$15,781 | -$15,751 | -$15,750 |
| $744 (-15%) | -$11,725 | -$11,493 | -$11,381 | -$11,372 |
| $788 (-10%) | -$7,804 | -$7,364 | -$7,055 | -$6,995 |
| $832 (-5%) | -$4,231 | -$3,535 | -$2,886 | -$2,617 |
| $858 (-2%) | -$2,300 | -$1,451 | -$554 | +$9 |
| $875 (0%) โ spot | -$1,112 | -$170 | +$891 | +$1,760 |
| $893 (+2%) | -$7 | +$1,016 | +$2,227 | +$3,511 |
| $919 (+5%) | +$1,489 | +$2,605 | +$3,991 | +$6,137 |
| $950 (+9%) โ target | +$2,996 | +$4,169 | +$5,656 | +$9,211 |
| $963 (+10%) | +$3,557 | +$4,738 | +$6,229 | +$9,211 |
| $1007 (+15%) | +$5,125 | +$6,262 | +$7,625 | +$9,211 |
| $1051 (+20%) | +$6,263 | +$7,277 | +$8,377 | +$9,211 |
Uses GS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.