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 $980 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $875.49 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If GS hits $980 by Jun 19: the long stock returns +$10,452 (11.9%) on $87,549 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if GS hits $980 by Jun 19
+$10,452
+11.9% on $87,549 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$87,549
If stock โ $0
Break-even
$875.49
+0.0% from spot
Prob. of Target Hit
44%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 13 | Jun 12 (exp) |
|---|---|---|---|
| $700 (-20%) | -$17,510 | -$17,510 | -$17,510 |
| $744 (-15%) | -$13,132 | -$13,132 | -$13,132 |
| $788 (-10%) | -$8,755 | -$8,755 | -$8,755 |
| $832 (-5%) | -$4,377 | -$4,377 | -$4,377 |
| $858 (-2%) | -$1,751 | -$1,751 | -$1,751 |
| $875 (0%) โ spot | +$0 | +$0 | +$0 |
| $893 (+2%) | +$1,751 | +$1,751 | +$1,751 |
| $919 (+5%) | +$4,377 | +$4,377 | +$4,377 |
| $963 (+10%) | +$8,755 | +$8,755 | +$8,755 |
| $980 (+12%) โ target | +$10,451 | +$10,451 | +$10,451 |
| $1007 (+15%) | +$13,132 | +$13,132 | +$13,132 |
| $1051 (+20%) | +$17,510 | +$17,510 | +$17,510 |
Uses GS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.