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 $830 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $880 ยท Jul '26
Qty 1 ยท Premium $47.95 ยท ฮ -0.44
SHORT PUT ยท $830 ยท Jun '26
Qty 1 ยท Premium $26.3 ยท ฮ -0.29
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If GS hits $830 by Jun 19: the diagonal put spread returns +$3,876 (179.0%) on $2,165 risked, vs $-4,549 (-5.2%) for 100 shares on $87,549. Options give 34.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GS is at $830. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GS hits $830 by Jun 19
+$3,876
+179.0% on $2,165 risked
Max Profit
+$3,862
If the stock price is favorable
Max Loss
โ$2,158
Worst-case within chart range
Break-even
$902.55
+3.09% from spot
Prob. of Target Hit
74%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-14.94 / 2.13 / 52.86
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%) | +$2,441 | +$2,568 | +$2,649 | +$2,564 |
| $744 (-15%) | +$2,257 | +$2,466 | +$2,711 | +$2,699 |
| $788 (-10%) | +$1,933 | +$2,181 | +$2,575 | +$3,130 |
| $830 (-5%) โ target | +$1,494 | +$1,711 | +$2,099 | +$4,081 |
| $858 (-2%) | +$1,150 | +$1,310 | +$1,595 | +$2,317 |
| $875 (0%) โ spot | +$922 | +$1,036 | +$1,227 | +$1,394 |
| $893 (+2%) | +$688 | +$752 | +$840 | +$610 |
| $919 (+5%) | +$336 | +$323 | +$257 | -$318 |
| $963 (+10%) | -$226 | -$350 | -$608 | -$1,309 |
| $1007 (+15%) | -$723 | -$916 | -$1,249 | -$1,810 |
| $1051 (+20%) | -$1,131 | -$1,349 | -$1,664 | -$2,032 |
Uses GS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.