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 $195 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 · $170 · Dec '26
Qty 1 · Premium $9.16 · Δ 0.54
LONG PUT · $170 · Dec '26
Qty 1 · Premium $6.5 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If GILD hits $195 by Dec 18: the long straddle returns +$934 (59.6%) on $1,566 risked, vs +$2,432 (14.2%) for 100 shares on $17,068. Options give 4.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if GILD is at $195. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if GILD hits $195 by Dec 18
+$934
+59.6% on $1,566 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$1,566
Both premiums paid
Break-even
$185.66
+8.78% from spot
Prob. of Target Hit
20%
IV-implied, 48d (rough)
Net Δ / Θ / V
8.14 / -15.79 / 49.11
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
| GILD Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $137 (-20%) | +$1,718 | +$1,722 | +$1,747 | +$1,780 |
| $145 (-15%) | +$967 | +$914 | +$898 | +$926 |
| $154 (-10%) | +$371 | +$225 | +$96 | +$73 |
| $162 (-5%) | +$17 | -$221 | -$506 | -$781 |
| $167 (-2%) | -$54 | -$324 | -$674 | -$1,293 |
| $171 (0%) ← spot | -$39 | -$318 | -$682 | -$1,498 |
| $174 (+2%) | +$24 | -$253 | -$608 | -$1,157 |
| $179 (+5%) | +$201 | -$55 | -$360 | -$645 |
| $188 (+10%) | +$685 | +$489 | +$301 | +$209 |
| $195 (+14%) ← target | +$1,230 | +$1,090 | +$981 | +$934 |
| $205 (+20%) | +$2,091 | +$2,007 | +$1,951 | +$1,916 |
Uses GILD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.