Target Price Playground
HPE
$24.89
๐ก
HPE IV: 81.4% โ NORMAL
(+0.2% vs 30d avg of 81.2%)
IV is near its 30-day average โ no strong edge either way.
Forward Projection
If price hits $22 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $25 ยท Jun '26
Qty 1 ยท Premium $2.13 ยท ฮ -0.31
SHORT PUT ยท $23 ยท Jun '26
Qty 1 ยท Premium $1.34 ยท ฮ -0.31
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If HPE hits $22 by Jun 19: the bear put spread returns +$121 (153.2%) on $79 risked, vs $-289 (-11.6%) for 100 shares on $2,489. Options give 13.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if HPE is at $22. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if HPE hits $22 by Jun 19
+$121
+153.2% on $79 risked
Max Profit
+$121
If the stock โค $23 at expiry
Max Loss
โ$79
Net debit
Break-even
$24.21
-2.73% from spot
Prob. of Target Hit
81%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
0.22 / -5.22 / -0.27
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
| HPE Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $20 (-20%) | +$65 | +$69 | +$77 | +$121 |
| $21 (-15%) | +$57 | +$58 | +$64 | +$121 |
| $22 (-12%) โ target | +$51 | +$52 | +$54 | +$121 |
| $22 (-10%) | +$49 | +$48 | +$50 | +$121 |
| $24 (-5%) | +$40 | +$38 | +$35 | +$56 |
| $24 (-2%) | +$35 | +$32 | +$27 | -$18 |
| $25 (0%) โ spot | +$32 | +$28 | +$21 | -$68 |
| $25 (+2%) | +$29 | +$24 | +$16 | -$79 |
| $26 (+5%) | +$24 | +$18 | +$8 | -$79 |
| $27 (+10%) | +$17 | +$9 | -$5 | -$79 |
| $29 (+15%) | +$10 | +$1 | -$16 | -$79 |
| $30 (+20%) | +$3 | -$7 | -$26 | -$79 |
Uses HPE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.