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 $260 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG PUT ยท $275 ยท Sep '26
Qty 1 ยท Premium $26.72 ยท ฮ -0.44
SHORT PUT ยท $260 ยท Aug '26
Qty 1 ยท Premium $14.2 ยท ฮ -0.34
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If CEG hits $260 by Aug 21: the diagonal put spread returns +$1,056 (84.3%) on $1,252 risked, vs $-1,406 (-5.1%) for 100 shares on $27,406. Options give 16.5ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $260. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $260 by Aug 21
+$1,056
+84.3% on $1,252 risked
Max Profit
+$1,043
If the stock price is favorable
Max Loss
โ$1,198
Worst-case within chart range
Break-even
$280.67
+2.41% from spot
Prob. of Target Hit
81%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
-9.57 / 2.29 / 10.49
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%) | +$187 | +$245 | +$301 | +$237 |
| $233 (-15%) | +$148 | +$228 | +$340 | +$374 |
| $247 (-10%) | +$82 | +$171 | +$322 | +$637 |
| $260 (-5%) โ target | -$9 | +$74 | +$226 | +$1,056 |
| $269 (-2%) | -$78 | -$6 | +$125 | +$564 |
| $274 (0%) โ spot | -$125 | -$63 | +$47 | +$290 |
| $280 (+2%) | -$175 | -$124 | -$38 | +$47 |
| $288 (+5%) | -$252 | -$221 | -$176 | -$263 |
| $301 (+10%) | -$384 | -$386 | -$410 | -$649 |
| $315 (+15%) | -$514 | -$546 | -$626 | -$900 |
| $329 (+20%) | -$636 | -$692 | -$805 | -$1,056 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.