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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $130 by Jun 19: the long call returns $-182 (-15.4%) on $1,182 risked, vs +$1,205 (10.2%) for 100 shares on $11,795. Options give 1.5ร 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
$-182
-15.4% on $1,182 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$1,182
Premium paid
Break-even
$131.82
+11.76% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
53.85 / -9.79 / 20.07
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%) | -$898 | -$1,024 | -$1,139 | -$1,182 |
| $100 (-15%) | -$743 | -$906 | -$1,078 | -$1,182 |
| $106 (-10%) | -$542 | -$738 | -$967 | -$1,182 |
| $112 (-5%) | -$295 | -$515 | -$790 | -$1,182 |
| $116 (-2%) | -$123 | -$354 | -$648 | -$1,182 |
| $118 (0%) โ spot | +$0 | -$236 | -$538 | -$1,182 |
| $120 (+2%) | +$131 | -$108 | -$415 | -$1,151 |
| $124 (+5%) | +$340 | +$98 | -$209 | -$797 |
| $130 (+10%) โ target | +$737 | +$500 | +$207 | -$182 |
| $136 (+15%) | +$1,137 | +$910 | +$644 | +$382 |
| $142 (+20%) | +$1,586 | +$1,376 | +$1,144 | +$972 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.