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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If GS hits $770 by Jun 19: the long put returns +$6,460 (142.3%) on $4,540 risked, vs $-10,549 (-12.0%) for 100 shares on $87,549. Options give 11.9ร 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
+$6,460
+142.3% on $4,540 risked
Max Profit
+$83,460
If stock โ $0
Max Loss
โ$4,540
Premium paid
Break-even
$834.60
-4.67% from spot
Prob. of Target Hit
43%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-43.96 / -34.16 / 147.75
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%) | +$13,113 | +$13,089 | +$13,186 | +$13,421 |
| $744 (-15%) | +$9,289 | +$9,038 | +$8,892 | +$9,043 |
| $770 (-12%) โ target | +$7,221 | +$6,816 | +$6,457 | +$6,460 |
| $788 (-10%) | +$5,884 | +$5,374 | +$4,846 | +$4,666 |
| $832 (-5%) | +$3,004 | +$2,275 | +$1,355 | +$288 |
| $858 (-2%) | +$1,552 | +$738 | -$340 | -$2,338 |
| $875 (0%) โ spot | +$699 | -$146 | -$1,279 | -$4,089 |
| $893 (+2%) | -$65 | -$921 | -$2,064 | -$4,540 |
| $919 (+5%) | -$1,048 | -$1,887 | -$2,971 | -$4,540 |
| $963 (+10%) | -$2,303 | -$3,038 | -$3,886 | -$4,540 |
| $1007 (+15%) | -$3,159 | -$3,741 | -$4,303 | -$4,540 |
| $1051 (+20%) | -$3,717 | -$4,139 | -$4,465 | -$4,540 |
Uses GS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.