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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If HPE hits $22 by Jun 19: the long put returns +$87 (40.8%) on $213 risked, vs $-289 (-11.6%) for 100 shares on $2,489. Options give 3.5ร 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
+$87
+40.8% on $213 risked
Max Profit
+$2,287
If stock โ $0
Max Loss
โ$213
Premium paid
Break-even
$22.87
-8.12% from spot
Prob. of Target Hit
81%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-30.91 / -6.64 / 3.71
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%) | +$506 | +$443 | +$368 | +$296 |
| $21 (-15%) | +$437 | +$367 | +$280 | +$171 |
| $22 (-12%) โ target | +$393 | +$320 | +$226 | +$87 |
| $22 (-10%) | +$374 | +$299 | +$202 | +$47 |
| $24 (-5%) | +$316 | +$237 | +$133 | -$78 |
| $24 (-2%) | +$284 | +$203 | +$97 | -$152 |
| $25 (0%) โ spot | +$264 | +$182 | +$74 | -$202 |
| $25 (+2%) | +$244 | +$161 | +$52 | -$213 |
| $26 (+5%) | +$216 | +$133 | +$23 | -$213 |
| $27 (+10%) | +$173 | +$89 | -$21 | -$213 |
| $29 (+15%) | +$135 | +$51 | -$57 | -$213 |
| $30 (+20%) | +$100 | +$17 | -$88 | -$213 |
Uses HPE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.