Target Price Playground

Templates Custom Builder LEAP Simulator
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 $80 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $70 · Dec '26
Qty 1 · Premium $0.85 · Δ -0.19
P&L at Expiry Now $77 Target $80 $54 $77 $100
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If GEHC hits $80 by Dec 18: the cash-secured put returns +$85 (1.2%) on $-85 credit (max loss $6,915), vs +$343 (4.5%) for 100 shares on $7,657. Options give 0.3× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GEHC is at $80. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if GEHC hits $80 by Dec 18
+$85
+1.2% on $6,915 max loss
Max Profit
+$85
If the stock ≥ $70 at expiry
Max Loss
−$6,915
If stock → $0 after assignment
Break-even
$69.15
-9.69% from spot
Prob. of Target Hit
71%
IV-implied, 48d (rough)
Net Δ / Θ / V
18.98 / 2.27 / -6.87
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

GEHC Price Today Nov 16 Dec 2 Dec 18 (exp)
$61 (-20%) -$803 -$788 -$780 -$789
$65 (-15%) -$508 -$471 -$429 -$407
$69 (-10%) -$277 -$225 -$156 -$24
$73 (-5%) -$117 -$65 +$1 +$85
$75 (-2%) -$51 -$5 +$47 +$85
$77 (0%) ← spot -$18 +$22 +$64 +$85
$78 (+2%) +$8 +$43 +$74 +$85
$80 (+4%) ← target +$33 +$60 +$80 +$85
$84 (+10%) +$64 +$78 +$84 +$85
$88 (+15%) +$77 +$83 +$85 +$85
$92 (+20%) +$82 +$85 +$85 +$85
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.