Target Price Playground
CEG
$274.06
๐ข
CEG IV: 49.3% โ LOW
(-28.4% vs 30d avg of 68.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $305 by Aug 21
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG CALL ยท $275 ยท Aug '26
Qty 1 ยท Premium $23.85 ยท ฮ 0.55
SHORT CALL ยท $295 ยท Aug '26
Qty 1 ยท Premium $15.9 ยท ฮ 0.42
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If CEG hits $305 by Aug 21: the bull call spread returns +$1,205 (151.4%) on $795 risked, vs +$3,094 (11.3%) for 100 shares on $27,406. Options give 13.4ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $305. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $305 by Aug 21
+$1,205
+151.4% on $795 risked
Max Profit
+$1,205
If the stock โฅ $295 at expiry
Max Loss
โ$795
Net debit
Break-even
$282.95
+3.25% from spot
Prob. of Target Hit
60%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
13.05 / -0.56 / 0.55
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| CEG Price | Today | Jul 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $219 (-20%) | -$600 | -$673 | -$760 | -$795 |
| $233 (-15%) | -$485 | -$566 | -$692 | -$795 |
| $247 (-10%) | -$341 | -$416 | -$557 | -$795 |
| $260 (-5%) | -$176 | -$229 | -$344 | -$795 |
| $269 (-2%) | -$71 | -$104 | -$184 | -$795 |
| $274 (0%) โ spot | +$0 | -$18 | -$69 | -$795 |
| $280 (+2%) | +$72 | +$69 | +$51 | -$341 |
| $288 (+5%) | +$179 | +$199 | +$232 | +$481 |
| $301 (+10%) | +$349 | +$406 | +$516 | +$1,205 |
| $305 (+11%) โ target | +$391 | +$457 | +$582 | +$1,205 |
| $315 (+15%) | +$506 | +$592 | +$751 | +$1,205 |
| $329 (+20%) | +$645 | +$748 | +$925 | +$1,205 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.