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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $77 · Dec '26
Qty 1 · Premium $3.61 · Δ -0.48
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If GEHC hits $67 by Dec 18: the long put returns +$639 (177.2%) on $361 risked, vs $-957 (-12.5%) for 100 shares on $7,657. Options give 14.2× 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
+$639
+177.2% on $361 risked
Max Profit
+$7,339
If stock → $0
Max Loss
−$361
Premium paid
Break-even
$73.39
-4.15% from spot
Prob. of Target Hit
29%
IV-implied, 48d (rough)
Net Δ / Θ / V
-47.53 / -3.27 / 11.06
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%) | +$1,177 | +$1,185 | +$1,198 | +$1,213 |
| $65 (-15%) | +$818 | +$813 | +$817 | +$831 |
| $67 (-12%) ← target | +$649 | +$634 | +$628 | +$639 |
| $69 (-10%) | +$491 | +$465 | +$445 | +$448 |
| $73 (-5%) | +$214 | +$167 | +$111 | +$65 |
| $75 (-2%) | +$78 | +$22 | -$51 | -$165 |
| $77 (0%) ← spot | -$0 | -$59 | -$137 | -$318 |
| $78 (+2%) | -$68 | -$127 | -$206 | -$361 |
| $80 (+5%) | -$151 | -$208 | -$279 | -$361 |
| $84 (+10%) | -$248 | -$292 | -$338 | -$361 |
| $88 (+15%) | -$304 | -$334 | -$356 | -$361 |
| $92 (+20%) | -$334 | -$351 | -$360 | -$361 |
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.