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 $1010 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $880 ยท Jun '26
Qty 1 ยท Premium $50.95 ยท ฮ 0.56
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If GS hits $1010 by Jun 19: the long straddle returns +$3,365 (34.9%) on $9,635 risked, vs +$13,452 (15.4%) for 100 shares on $87,549. Options give 2.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GS is at $1010. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GS hits $1010 by Jun 19
+$3,365
+34.9% on $9,635 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$9,635
Both premiums paid
Break-even
$783.65
-10.49% from spot
Prob. of Target Hit
32%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
12.5 / -72.75 / 295.4
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%) | +$8,435 | +$8,149 | +$8,106 | +$8,326 |
| $744 (-15%) | +$5,164 | +$4,424 | +$3,895 | +$3,948 |
| $788 (-10%) | +$2,732 | +$1,473 | +$180 | -$429 |
| $832 (-5%) | +$1,349 | -$346 | -$2,423 | -$4,807 |
| $858 (-2%) | +$1,070 | -$794 | -$3,187 | -$7,433 |
| $875 (0%) โ spot | +$1,115 | -$812 | -$3,315 | -$9,184 |
| $893 (+2%) | +$1,340 | -$610 | -$3,134 | -$8,335 |
| $919 (+5%) | +$1,998 | +$84 | -$2,322 | -$5,709 |
| $963 (+10%) | +$3,867 | +$2,159 | +$227 | -$1,331 |
| $1010 (+15%) โ target | +$6,752 | +$5,375 | +$4,052 | +$3,365 |
| $1051 (+20%) | +$9,794 | +$8,713 | +$7,824 | +$7,424 |
Uses GS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.