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 $73 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $77 · Jan '27
Qty 1 · Premium $4.4 · Δ -0.46
SHORT PUT · $73 · Dec '26
Qty 1 · Premium $1.88 · Δ -0.3
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If GEHC hits $73 by Dec 18: the diagonal put spread returns +$245 (97.1%) on $252 risked, vs $-357 (-4.7%) for 100 shares on $7,657. Options give 20.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GEHC is at $73. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GEHC hits $73 by Dec 18
+$245
+97.1% on $252 risked
Max Profit
+$236
If the stock price is favorable
Max Loss
−$252
Worst-case within chart range
Break-even
$77.27
+0.92% from spot
Prob. of Target Hit
69%
IV-implied, 48d (rough)
Net Δ / Θ / V
-15.58 / 0.5 / 4.15
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%) | +$124 | +$128 | +$127 | +$123 |
| $65 (-15%) | +$117 | +$129 | +$138 | +$130 |
| $69 (-10%) | +$96 | +$115 | +$142 | +$159 |
| $73 (-5%) ← target | +$52 | +$71 | +$103 | +$245 |
| $75 (-2%) | +$24 | +$38 | +$63 | +$115 |
| $77 (0%) ← spot | +$0 | +$10 | +$25 | +$33 |
| $78 (+2%) | -$24 | -$19 | -$14 | -$35 |
| $80 (+5%) | -$60 | -$63 | -$73 | -$115 |
| $84 (+10%) | -$117 | -$130 | -$153 | -$195 |
| $88 (+15%) | -$163 | -$180 | -$203 | -$231 |
| $92 (+20%) | -$197 | -$212 | -$230 | -$245 |
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.