Target Price Playground
GWRE
$117.95
๐ข
GWRE IV: 57.1% โ LOW
(-19.3% vs 30d avg of 70.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $105 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $120 ยท Jun '26
Qty 1 ยท Premium $12.88 ยท ฮ -0.46
SHORT PUT ยท $110 ยท Jun '26
Qty 1 ยท Premium $7.92 ยท ฮ -0.33
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $105 by Jun 19: the bear put spread returns +$504 (101.4%) on $496 risked, vs $-1,295 (-11.0%) for 100 shares on $11,795. Options give 9.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GWRE is at $105. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GWRE hits $105 by Jun 19
+$504
+101.4% on $496 risked
Max Profit
+$504
If the stock โค $110 at expiry
Max Loss
โ$496
Net debit
Break-even
$115.04
-2.47% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-12.75 / -0.52 / 1.68
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
| GWRE Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $94 (-20%) | +$300 | +$339 | +$409 | +$504 |
| $100 (-15%) | +$230 | +$262 | +$327 | +$504 |
| $105 (-11%) โ target | +$170 | +$192 | +$241 | +$504 |
| $112 (-5%) | +$77 | +$80 | +$90 | +$299 |
| $116 (-2%) | +$31 | +$23 | +$12 | -$55 |
| $118 (0%) โ spot | +$0 | -$14 | -$40 | -$291 |
| $120 (+2%) | -$29 | -$50 | -$90 | -$496 |
| $124 (+5%) | -$72 | -$102 | -$160 | -$496 |
| $130 (+10%) | -$140 | -$182 | -$261 | -$496 |
| $136 (+15%) | -$200 | -$250 | -$339 | -$496 |
| $142 (+20%) | -$253 | -$308 | -$396 | -$496 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.