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 $295 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $274.06 ยท ฮ 1.00
SHORT CALL ยท $295 ยท Aug '26
Qty 1 ยท Premium $15.9 ยท ฮ 0.42
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If CEG hits $295 by Aug 21: the covered call returns +$3,684 (14.3%) on $25,816 risked, vs +$2,094 (7.6%) for 100 shares on $27,406. Options give 1.9ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $295. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $295 by Aug 21
+$3,684
+14.3% on $25,816 risked
Max Profit
+$3,684
If the stock โฅ $295 at expiry
Max Loss
โ$25,816
If stock โ $0 (minus premium received)
Break-even
$258.16
-5.8% from spot
Prob. of Target Hit
72%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
57.98 / 19.09 / -44.86
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%) | -$4,110 | -$3,979 | -$3,901 | -$3,891 |
| $233 (-15%) | -$2,926 | -$2,720 | -$2,561 | -$2,521 |
| $247 (-10%) | -$1,836 | -$1,547 | -$1,272 | -$1,151 |
| $260 (-5%) | -$857 | -$489 | -$81 | +$220 |
| $269 (-2%) | -$328 | +$82 | +$563 | +$1,042 |
| $274 (0%) โ spot | +$0 | +$433 | +$958 | +$1,590 |
| $280 (+2%) | +$308 | +$760 | +$1,322 | +$2,138 |
| $288 (+5%) | +$732 | +$1,206 | +$1,808 | +$2,960 |
| $295 (+8%) โ target | +$1,069 | +$1,554 | +$2,174 | +$3,684 |
| $301 (+10%) | +$1,343 | +$1,832 | +$2,454 | +$3,684 |
| $315 (+15%) | +$1,841 | +$2,320 | +$2,908 | +$3,684 |
| $329 (+20%) | +$2,238 | +$2,688 | +$3,207 | +$3,684 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.