Target Price Playground
CEG
$300.40
🟢
CEG IV: 44.8% — LOW
(-22.7% vs 30d avg of 58.0%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $335 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $300 · Dec '26
Qty 1 · Premium $24.7 · Δ 0.54
SHORT CALL · $325 · Dec '26
Qty 1 · Premium $17.32 · Δ 0.41
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If CEG hits $335 by Dec 18: the bull call spread returns +$1,762 (238.8%) on $738 risked, vs +$3,460 (11.5%) for 100 shares on $30,040. Options give 20.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CEG is at $335. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CEG hits $335 by Dec 18
+$1,762
+238.8% on $738 risked
Max Profit
+$1,762
If the stock ≥ $325 at expiry
Max Loss
−$738
Net debit
Break-even
$307.38
+2.32% from spot
Prob. of Target Hit
59%
IV-implied, 72d (rough)
Net Δ / Θ / V
12.13 / 0.49 / 0.43
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
| CEG Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $240 (-20%) | -$486 | -$581 | -$694 | -$738 |
| $255 (-15%) | -$341 | -$446 | -$609 | -$738 |
| $270 (-10%) | -$162 | -$258 | -$440 | -$738 |
| $285 (-5%) | +$42 | -$25 | -$174 | -$738 |
| $294 (-2%) | +$171 | +$129 | +$26 | -$738 |
| $300 (0%) ← spot | +$259 | +$236 | +$170 | -$698 |
| $306 (+2%) | +$347 | +$343 | +$320 | -$97 |
| $315 (+5%) | +$478 | +$504 | +$545 | +$804 |
| $330 (+10%) | +$689 | +$760 | +$899 | +$1,762 |
| $335 (+12%) ← target | +$749 | +$833 | +$996 | +$1,762 |
| $345 (+15%) | +$882 | +$989 | +$1,192 | +$1,762 |
| $360 (+20%) | +$1,053 | +$1,183 | +$1,410 | +$1,762 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.