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 $110 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $120 ยท Jul '26
Qty 1 ยท Premium $15.5 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)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $110 by Jun 19: the diagonal put spread returns +$595 (78.5%) on $758 risked, vs $-795 (-6.7%) for 100 shares on $11,795. Options give 11.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GWRE is at $110. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GWRE hits $110 by Jun 19
+$595
+78.5% on $758 risked
Max Profit
+$594
If the stock price is favorable
Max Loss
โ$683
Worst-case within chart range
Break-even
$120.84
+2.45% from spot
Prob. of Target Hit
80%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-12.67 / 0.71 / 5.55
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%) | +$155 | +$198 | +$255 | +$267 |
| $100 (-15%) | +$117 | +$165 | +$242 | +$343 |
| $106 (-10%) | +$69 | +$116 | +$199 | +$471 |
| $110 (-7%) โ target | +$33 | +$75 | +$155 | +$588 |
| $112 (-5%) | +$12 | +$52 | +$126 | +$457 |
| $116 (-2%) | -$25 | +$8 | +$69 | +$251 |
| $118 (0%) โ spot | -$51 | -$23 | +$28 | +$128 |
| $120 (+2%) | -$78 | -$56 | -$16 | +$16 |
| $124 (+5%) | -$118 | -$105 | -$85 | -$132 |
| $130 (+10%) | -$186 | -$189 | -$201 | -$330 |
| $136 (+15%) | -$253 | -$270 | -$311 | -$473 |
| $142 (+20%) | -$316 | -$347 | -$408 | -$573 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.