Target Price Playground
GEHC
$76.57
🟢
GEHC IV: 31.1% — LOW
(-53.5% vs 30d avg of 67.0%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $67 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $77 · Dec '26
Qty 1 · Premium $3.61 · Δ -0.48
SHORT PUT · $70 · Dec '26
Qty 1 · Premium $0.85 · Δ -0.19
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If GEHC hits $67 by Dec 18: the bear put spread returns +$424 (153.9%) on $276 risked, vs $-957 (-12.5%) for 100 shares on $7,657. Options give 12.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GEHC is at $67. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GEHC hits $67 by Dec 18
+$424
+153.9% on $276 risked
Max Profit
+$424
If the stock ≤ $70 at expiry
Max Loss
−$276
Net debit
Break-even
$74.24
-3.04% from spot
Prob. of Target Hit
29%
IV-implied, 48d (rough)
Net Δ / Θ / V
-28.55 / -1.0 / 4.19
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| GEHC Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $61 (-20%) | +$374 | +$397 | +$418 | +$424 |
| $65 (-15%) | +$310 | +$343 | +$388 | +$424 |
| $67 (-12%) ← target | +$266 | +$297 | +$349 | +$424 |
| $69 (-10%) | +$214 | +$240 | +$289 | +$424 |
| $73 (-5%) | +$97 | +$102 | +$112 | +$150 |
| $75 (-2%) | +$27 | +$17 | -$4 | -$80 |
| $77 (0%) ← spot | -$18 | -$36 | -$73 | -$233 |
| $78 (+2%) | -$59 | -$85 | -$132 | -$276 |
| $80 (+5%) | -$114 | -$145 | -$198 | -$276 |
| $84 (+10%) | -$184 | -$214 | -$253 | -$276 |
| $88 (+15%) | -$228 | -$251 | -$271 | -$276 |
| $92 (+20%) | -$252 | -$267 | -$275 | -$276 |
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.