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 $130 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 bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $120 ยท Jun '26
Qty 1 ยท Premium $11.82 ยท ฮ 0.54
SHORT CALL ยท $125 ยท Jun '26
Qty 1 ยท Premium $9.82 ยท ฮ 0.48
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $130 by Jun 19: the bull call spread returns +$300 (149.7%) on $200 risked, vs +$1,205 (10.2%) for 100 shares on $11,795. Options give 14.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GWRE is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GWRE hits $130 by Jun 19
+$300
+149.7% on $200 risked
Max Profit
+$300
If the stock โฅ $125 at expiry
Max Loss
โ$200
Net debit
Break-even
$122.00
+3.44% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
6.21 / -0.04 / -0.06
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%) | -$132 | -$151 | -$180 | -$200 |
| $100 (-15%) | -$104 | -$123 | -$157 | -$200 |
| $106 (-10%) | -$71 | -$87 | -$119 | -$200 |
| $112 (-5%) | -$36 | -$46 | -$69 | -$200 |
| $116 (-2%) | -$14 | -$20 | -$35 | -$200 |
| $118 (0%) โ spot | +$0 | -$2 | -$10 | -$200 |
| $120 (+2%) | +$15 | +$16 | +$15 | -$169 |
| $124 (+5%) | +$37 | +$43 | +$52 | +$185 |
| $130 (+10%) โ target | +$73 | +$87 | +$113 | +$300 |
| $136 (+15%) | +$104 | +$125 | +$163 | +$300 |
| $142 (+20%) | +$134 | +$159 | +$204 | +$300 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.