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 $240 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG PUT ยท $275 ยท Aug '26
Qty 1 ยท Premium $22.63 ยท ฮ -0.45
SHORT PUT ยท $250 ยท Aug '26
Qty 1 ยท Premium $10.6 ยท ฮ -0.28
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If CEG hits $240 by Aug 21: the bear put spread returns +$1,297 (107.8%) on $1,203 risked, vs $-3,406 (-12.4%) for 100 shares on $27,406. Options give 8.7ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $240. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $240 by Aug 21
+$1,297
+107.8% on $1,203 risked
Max Profit
+$1,297
If the stock โค $250 at expiry
Max Loss
โ$1,203
Net debit
Break-even
$262.97
-4.05% from spot
Prob. of Target Hit
56%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
-17.35 / -1.91 / 8.06
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%) | +$823 | +$930 | +$1,104 | +$1,297 |
| $233 (-15%) | +$615 | +$704 | +$876 | +$1,297 |
| $240 (-12%) โ target | +$498 | +$569 | +$715 | +$1,297 |
| $247 (-10%) | +$383 | +$432 | +$541 | +$1,297 |
| $260 (-5%) | +$141 | +$140 | +$144 | +$261 |
| $269 (-2%) | -$1 | -$34 | -$97 | -$561 |
| $274 (0%) โ spot | -$94 | -$146 | -$250 | -$1,109 |
| $280 (+2%) | -$183 | -$254 | -$393 | -$1,203 |
| $288 (+5%) | -$311 | -$404 | -$584 | -$1,203 |
| $301 (+10%) | -$503 | -$622 | -$833 | -$1,203 |
| $315 (+15%) | -$665 | -$795 | -$998 | -$1,203 |
| $329 (+20%) | -$797 | -$926 | -$1,097 | -$1,203 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.