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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If CEG hits $240 by Aug 21: the long put returns +$1,237 (54.6%) on $2,263 risked, vs $-3,406 (-12.4%) for 100 shares on $27,406. Options give 4.4ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $240. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $240 by Aug 21
+$1,237
+54.6% on $2,263 risked
Max Profit
+$25,237
If stock โ $0
Max Loss
โ$2,263
Premium paid
Break-even
$252.37
-7.92% from spot
Prob. of Target Hit
56%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
-44.92 / -16.29 / 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%) | +$3,509 | +$3,376 | +$3,282 | +$3,312 |
| $233 (-15%) | +$2,441 | +$2,224 | +$2,010 | +$1,942 |
| $240 (-12%) โ target | +$1,938 | +$1,680 | +$1,398 | +$1,237 |
| $247 (-10%) | +$1,495 | +$1,202 | +$856 | +$572 |
| $260 (-5%) | +$681 | +$331 | -$121 | -$799 |
| $269 (-2%) | +$257 | -$115 | -$606 | -$1,621 |
| $274 (0%) โ spot | +$0 | -$380 | -$885 | -$2,169 |
| $280 (+2%) | -$236 | -$620 | -$1,130 | -$2,263 |
| $288 (+5%) | -$554 | -$936 | -$1,434 | -$2,263 |
| $301 (+10%) | -$993 | -$1,355 | -$1,797 | -$2,263 |
| $315 (+15%) | -$1,334 | -$1,657 | -$2,016 | -$2,263 |
| $329 (+20%) | -$1,593 | -$1,869 | -$2,140 | -$2,263 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.