Target Price Playground
GEHC
$76.57
🟢
GEHC IV: 31.2% — LOW
(-53.4% 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 $86 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 bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $77 · Dec '26
Qty 1 · Premium $3.63 · Δ 0.52
SHORT CALL · $83 · Dec '26
Qty 1 · Premium $1.51 · Δ 0.28
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If GEHC hits $86 by Dec 18: the bull call spread returns +$388 (183.0%) on $212 risked, vs +$943 (12.3%) for 100 shares on $7,657. Options give 14.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GEHC is at $86. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GEHC hits $86 by Dec 18
+$388
+183.0% on $212 risked
Max Profit
+$388
If the stock ≥ $83 at expiry
Max Loss
−$212
Net debit
Break-even
$79.12
+3.33% from spot
Prob. of Target Hit
30%
IV-implied, 48d (rough)
Net Δ / Θ / V
24.06 / -0.76 / 1.64
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%) | -$204 | -$210 | -$212 | -$212 |
| $65 (-15%) | -$186 | -$201 | -$211 | -$212 |
| $69 (-10%) | -$148 | -$173 | -$201 | -$212 |
| $73 (-5%) | -$85 | -$112 | -$157 | -$212 |
| $75 (-2%) | -$36 | -$58 | -$101 | -$212 |
| $77 (0%) ← spot | -$0 | -$16 | -$50 | -$212 |
| $78 (+2%) | +$37 | +$28 | +$9 | -$102 |
| $80 (+5%) | +$94 | +$98 | +$103 | +$128 |
| $84 (+10%) | +$183 | +$204 | +$245 | +$388 |
| $86 (+12%) ← target | +$219 | +$245 | +$292 | +$388 |
| $88 (+15%) | +$256 | +$285 | +$332 | +$388 |
| $92 (+20%) | +$309 | +$337 | +$371 | +$388 |
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.