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 $135 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
Bet on big move in either direction. Two premiums 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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If GWRE hits $135 by Jun 19: the long straddle returns $-970 (-39.3%) on $2,470 risked, vs +$1,705 (14.5%) for 100 shares on $11,795. Options give 2.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GWRE is at $135. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GWRE hits $135 by Jun 19
$-970
-39.3% on $2,470 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$2,470
Both premiums paid
Break-even
$95.30
-19.21% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
7.7 / -18.12 / 40.13
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%) | +$564 | +$343 | +$145 | +$94 |
| $100 (-15%) | +$283 | -$11 | -$323 | -$496 |
| $106 (-10%) | +$94 | -$265 | -$690 | -$1,086 |
| $112 (-5%) | +$1 | -$408 | -$925 | -$1,675 |
| $116 (-2%) | -$10 | -$440 | -$995 | -$2,029 |
| $118 (0%) โ spot | +$0 | -$439 | -$1,010 | -$2,265 |
| $120 (+2%) | +$26 | -$420 | -$1,001 | -$2,439 |
| $124 (+5%) | +$90 | -$361 | -$943 | -$2,085 |
| $130 (+10%) | +$261 | -$182 | -$738 | -$1,495 |
| $135 (+14%) โ target | +$475 | +$51 | -$456 | -$970 |
| $142 (+20%) | +$814 | +$425 | -$5 | -$316 |
Uses GWRE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.