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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $105 by Jun 19: the long put returns +$212 (16.4%) on $1,288 risked, vs $-1,295 (-11.0%) 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 $105. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GWRE hits $105 by Jun 19
+$212
+16.4% on $1,288 risked
Max Profit
+$10,712
If stock โ $0
Max Loss
โ$1,288
Premium paid
Break-even
$107.12
-9.19% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-46.15 / -8.32 / 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%) | +$1,462 | +$1,367 | +$1,285 | +$1,276 |
| $100 (-15%) | +$1,026 | +$895 | +$756 | +$686 |
| $105 (-11%) โ target | +$710 | +$552 | +$366 | +$212 |
| $112 (-5%) | +$295 | +$107 | -$135 | -$493 |
| $116 (-2%) | +$113 | -$86 | -$347 | -$847 |
| $118 (0%) โ spot | +$0 | -$203 | -$473 | -$1,083 |
| $120 (+2%) | -$105 | -$312 | -$586 | -$1,288 |
| $124 (+5%) | -$250 | -$459 | -$734 | -$1,288 |
| $130 (+10%) | -$459 | -$665 | -$926 | -$1,288 |
| $136 (+15%) | -$632 | -$826 | -$1,060 | -$1,288 |
| $142 (+20%) | -$773 | -$951 | -$1,150 | -$1,288 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.