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 $88 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $77 · Dec '26
Qty 1 · Premium $3.63 · Δ 0.52
LONG PUT · $77 · Dec '26
Qty 1 · Premium $3.61 · Δ -0.48
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If GEHC hits $88 by Dec 18: the long straddle returns +$376 (52.0%) on $724 risked, vs +$1,143 (14.9%) for 100 shares on $7,657. Options give 3.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GEHC is at $88. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GEHC hits $88 by Dec 18
+$376
+52.0% on $724 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$724
Both premiums paid
Break-even
$69.76
-8.89% from spot
Prob. of Target Hit
21%
IV-implied, 48d (rough)
Net Δ / Θ / V
4.94 / -7.49 / 22.11
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%) | +$824 | +$824 | +$835 | +$850 |
| $65 (-15%) | +$488 | +$463 | +$455 | +$468 |
| $69 (-10%) | +$217 | +$150 | +$93 | +$85 |
| $73 (-5%) | +$46 | -$63 | -$191 | -$298 |
| $75 (-2%) | +$3 | -$123 | -$284 | -$528 |
| $77 (0%) ← spot | -$0 | -$132 | -$304 | -$681 |
| $78 (+2%) | +$18 | -$116 | -$289 | -$614 |
| $80 (+5%) | +$81 | -$47 | -$204 | -$384 |
| $84 (+10%) | +$270 | +$167 | +$60 | -$1 |
| $88 (+15%) ← target | +$536 | +$462 | +$401 | +$376 |
| $92 (+20%) | +$863 | +$814 | +$781 | +$764 |
Uses GEHC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.