Target Price Playground
GILD
$170.68
🟢
GILD IV: 28.9% — LOW
(-47.8% vs 30d avg of 55.3%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $150 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 · $170 · Dec '26
Qty 1 · Premium $6.5 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If GILD hits $150 by Dec 18: the long put returns +$1,350 (207.7%) on $650 risked, vs $-2,068 (-12.1%) for 100 shares on $17,068. Options give 17.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GILD is at $150. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GILD hits $150 by Dec 18
+$1,350
+207.7% on $650 risked
Max Profit
+$16,350
If stock → $0
Max Loss
−$650
Premium paid
Break-even
$163.50
-4.21% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
-45.89 / -7.55 / 24.57
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
| GILD Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $137 (-20%) | +$2,615 | +$2,634 | +$2,663 | +$2,696 |
| $145 (-15%) | +$1,812 | +$1,802 | +$1,811 | +$1,842 |
| $150 (-12%) ← target | +$1,382 | +$1,347 | +$1,328 | +$1,350 |
| $154 (-10%) | +$1,088 | +$1,031 | +$984 | +$989 |
| $162 (-5%) | +$484 | +$382 | +$256 | +$135 |
| $167 (-2%) | +$193 | +$74 | -$84 | -$377 |
| $171 (0%) ← spot | +$30 | -$93 | -$259 | -$650 |
| $174 (+2%) | -$110 | -$231 | -$392 | -$650 |
| $179 (+5%) | -$277 | -$389 | -$524 | -$650 |
| $188 (+10%) | -$462 | -$543 | -$621 | -$650 |
| $196 (+15%) | -$563 | -$612 | -$645 | -$650 |
| $205 (+20%) | -$613 | -$638 | -$649 | -$650 |
Uses GILD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.