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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $117.95 ยท ฮ 1.00
LONG PUT ยท $110 ยท Jun '26
Qty 1 ยท Premium $7.92 ยท ฮ -0.33
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $130 by Jun 19: the protective put returns +$413 (3.3%) on $12,587 risked, vs +$1,205 (10.2%) for 100 shares on $11,795. Options give 0.3ร 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
+$413
+3.3% on $12,587 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$1,587
Put floors you at $110
Break-even
$125.87
+6.71% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
66.6 / -7.81 / 18.39
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%) | -$1,197 | -$1,331 | -$1,484 | -$1,587 |
| $100 (-15%) | -$973 | -$1,136 | -$1,341 | -$1,587 |
| $106 (-10%) | -$697 | -$879 | -$1,120 | -$1,587 |
| $112 (-5%) | -$372 | -$563 | -$815 | -$1,382 |
| $116 (-2%) | -$154 | -$345 | -$594 | -$1,028 |
| $118 (0%) โ spot | -$0 | -$189 | -$433 | -$792 |
| $120 (+2%) | +$160 | -$26 | -$260 | -$556 |
| $124 (+5%) | +$412 | +$233 | +$16 | -$202 |
| $130 (+10%) โ target | +$880 | +$717 | +$537 | +$413 |
| $136 (+15%) | +$1,337 | +$1,193 | +$1,048 | +$977 |
| $142 (+20%) | +$1,840 | +$1,716 | +$1,605 | +$1,567 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.