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 $29 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 $25 ยท Jun '26
Qty 1 ยท Premium $2.11 ยท ฮ 0.54
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If HPE hits $29 by Jun 19: the long straddle returns $-24 (-5.7%) on $424 risked, vs +$411 (16.5%) for 100 shares on $2,489. 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 HPE is at $29. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if HPE hits $29 by Jun 19
$-24
-5.7% on $424 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$424
Both premiums paid
Break-even
$20.76
-16.59% from spot
Prob. of Target Hit
74%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
23.49 / -8.35 / 7.9
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%) | +$525 | +$394 | +$236 | +$85 |
| $21 (-15%) | +$512 | +$367 | +$185 | -$40 |
| $22 (-10%) | +$510 | +$354 | +$154 | -$164 |
| $24 (-5%) | +$519 | +$355 | +$140 | -$289 |
| $24 (-2%) | +$530 | +$362 | +$141 | -$363 |
| $25 (0%) โ spot | +$539 | +$369 | +$145 | -$413 |
| $25 (+2%) | +$550 | +$378 | +$152 | -$385 |
| $26 (+5%) | +$568 | +$395 | +$167 | -$311 |
| $27 (+10%) | +$607 | +$432 | +$205 | -$186 |
| $29 (+15%) | +$654 | +$479 | +$257 | -$62 |
| $29 (+17%) โ target | +$670 | +$495 | +$275 | -$24 |
| $30 (+20%) | +$709 | +$536 | +$321 | +$63 |
Uses HPE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.