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 $125 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $117.95 ยท ฮ 1.00
SHORT CALL ยท $125 ยท Jun '26
Qty 1 ยท Premium $9.82 ยท ฮ 0.48
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $125 by Jun 19: the covered call returns +$1,687 (15.6%) on $10,813 risked, vs +$705 (6.0%) for 100 shares on $11,795. Options give 2.6ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GWRE is at $125. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GWRE hits $125 by Jun 19
+$1,687
+15.6% on $10,813 risked
Max Profit
+$1,687
If the stock โฅ $125 at expiry
Max Loss
โ$10,813
If stock โ $0 (minus premium received)
Break-even
$108.13
-8.32% from spot
Prob. of Target Hit
82%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
52.36 / 9.75 / -20.13
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%) | -$1,594 | -$1,486 | -$1,400 | -$1,377 |
| $100 (-15%) | -$1,130 | -$985 | -$847 | -$787 |
| $106 (-10%) | -$708 | -$528 | -$331 | -$197 |
| $112 (-5%) | -$331 | -$120 | +$131 | +$392 |
| $116 (-2%) | -$127 | +$99 | +$377 | +$746 |
| $118 (0%) โ spot | +$0 | +$234 | +$528 | +$982 |
| $120 (+2%) | +$120 | +$360 | +$666 | +$1,218 |
| $125 (+6%) โ target | +$338 | +$587 | +$906 | +$1,687 |
| $130 (+10%) | +$531 | +$783 | +$1,102 | +$1,687 |
| $136 (+15%) | +$737 | +$983 | +$1,288 | +$1,687 |
| $142 (+20%) | +$907 | +$1,143 | +$1,419 | +$1,687 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.