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 $24 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $25 ยท Jul '26
Qty 1 ยท Premium $5.61 ยท ฮ -0.38
SHORT PUT ยท $24 ยท Jun '26
Qty 1 ยท Premium $3.92 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If HPE hits $24 by Jun 19: the diagonal put spread returns +$212 (125.4%) on $169 risked, vs $-139 (-5.6%) for 100 shares on $2,489. Options give 22.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if HPE is at $24. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if HPE hits $24 by Jun 19
+$212
+125.4% on $169 risked
Max Profit
+$208
If the stock price is favorable
Max Loss
โ$66
Worst-case within chart range
Break-even
$29.16
+17.17% from spot
Prob. of Target Hit
91%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-2.81 / 0.5 / 0.88
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%) | +$8 | +$21 | +$43 | +$71 |
| $21 (-15%) | +$7 | +$21 | +$47 | +$112 |
| $22 (-10%) | +$5 | +$20 | +$48 | +$161 |
| $24 (-6%) โ target | +$3 | +$18 | +$46 | +$212 |
| $24 (-2%) | +$1 | +$16 | +$43 | +$169 |
| $25 (0%) โ spot | -$0 | +$14 | +$41 | +$146 |
| $25 (+2%) | -$2 | +$12 | +$38 | +$125 |
| $26 (+5%) | -$4 | +$9 | +$33 | +$95 |
| $27 (+10%) | -$8 | +$3 | +$24 | +$52 |
| $29 (+15%) | -$13 | -$3 | +$13 | +$14 |
| $30 (+20%) | -$18 | -$10 | +$1 | -$17 |
Uses HPE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.