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 $83 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
Own stock, sell OTM call for income. Caps upside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $76.57 · Δ 1.00
SHORT CALL · $83 · Dec '26
Qty 1 · Premium $1.51 · Δ 0.28
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If GEHC hits $83 by Dec 18: the covered call returns +$794 (10.6%) on $7,506 risked, vs +$643 (8.4%) for 100 shares on $7,657. Options give 1.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GEHC is at $83. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GEHC hits $83 by Dec 18
+$794
+10.6% on $7,506 risked
Max Profit
+$794
If the stock ≥ $83 at expiry
Max Loss
−$7,506
If stock → $0 (minus premium received)
Break-even
$75.06
-1.97% from spot
Prob. of Target Hit
48%
IV-implied, 48d (rough)
Net Δ / Θ / V
71.59 / 3.46 / -9.41
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%) | -$1,382 | -$1,380 | -$1,380 | -$1,380 |
| $65 (-15%) | -$1,005 | -$1,000 | -$998 | -$998 |
| $69 (-10%) | -$640 | -$623 | -$616 | -$615 |
| $73 (-5%) | -$300 | -$265 | -$238 | -$232 |
| $75 (-2%) | -$114 | -$65 | -$20 | -$2 |
| $77 (0%) ← spot | -$0 | +$57 | +$117 | +$151 |
| $78 (+2%) | +$105 | +$170 | +$245 | +$304 |
| $80 (+5%) | +$245 | +$320 | +$412 | +$534 |
| $83 (+8%) ← target | +$378 | +$458 | +$559 | +$794 |
| $84 (+10%) | +$431 | +$511 | +$612 | +$794 |
| $88 (+15%) | +$560 | +$633 | +$718 | +$794 |
| $92 (+20%) | +$643 | +$702 | +$761 | +$794 |
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.