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 $84 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 + buy put as insurance against downside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $76.57 · Δ 1.00
LONG PUT · $73 · Dec '26
Qty 1 · Premium $1.88 · Δ -0.3
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If GEHC hits $84 by Dec 18: the protective put returns +$555 (7.1%) on $7,845 risked, vs +$743 (9.7%) for 100 shares on $7,657. Options give 0.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GEHC is at $84. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GEHC hits $84 by Dec 18
+$555
+7.1% on $7,845 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$545
Put floors you at $73
Break-even
$78.45
+2.45% from spot
Prob. of Target Hit
41%
IV-implied, 48d (rough)
Net Δ / Θ / V
69.56 / -3.0 / 9.72
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%) | -$561 | -$564 | -$559 | -$545 |
| $65 (-15%) | -$509 | -$532 | -$550 | -$545 |
| $69 (-10%) | -$405 | -$449 | -$502 | -$545 |
| $73 (-5%) | -$236 | -$292 | -$366 | -$545 |
| $75 (-2%) | -$102 | -$157 | -$230 | -$341 |
| $77 (0%) ← spot | -$0 | -$53 | -$118 | -$188 |
| $78 (+2%) | +$111 | +$63 | +$7 | -$35 |
| $80 (+5%) | +$292 | +$252 | +$213 | +$195 |
| $84 (+10%) ← target | +$603 | +$578 | +$559 | +$555 |
| $88 (+15%) | +$981 | +$968 | +$961 | +$961 |
| $92 (+20%) | +$1,351 | +$1,345 | +$1,343 | +$1,343 |
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.