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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If CEG hits $305 by Aug 21: the long call returns +$615 (25.8%) on $2,385 risked, vs +$3,094 (11.3%) for 100 shares on $27,406. Options give 2.3ร 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
+$615
+25.8% on $2,385 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$2,385
Premium paid
Break-even
$298.85
+9.05% from spot
Prob. of Target Hit
60%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
55.08 / -19.65 / 45.41
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%) | -$1,972 | -$2,175 | -$2,340 | -$2,385 |
| $233 (-15%) | -$1,670 | -$1,957 | -$2,243 | -$2,385 |
| $247 (-10%) | -$1,246 | -$1,610 | -$2,026 | -$2,385 |
| $260 (-5%) | -$689 | -$1,110 | -$1,633 | -$2,385 |
| $269 (-2%) | -$291 | -$734 | -$1,296 | -$2,385 |
| $274 (0%) โ spot | +$0 | -$451 | -$1,027 | -$2,385 |
| $280 (+2%) | +$312 | -$143 | -$723 | -$1,931 |
| $288 (+5%) | +$817 | +$363 | -$206 | -$1,109 |
| $301 (+10%) | +$1,748 | +$1,316 | +$803 | +$262 |
| $305 (+11%) โ target | +$2,004 | +$1,581 | +$1,088 | +$615 |
| $315 (+15%) | +$2,777 | +$2,383 | +$1,953 | +$1,632 |
| $329 (+20%) | +$3,888 | +$3,541 | +$3,199 | +$3,002 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.