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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $274.06 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CEG hits $305 by Aug 21: the long stock returns +$3,094 (11.3%) on $27,406 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Aug 21.
๐ Projected Return
P&L if CEG hits $305 by Aug 21
+$3,094
+11.3% on $27,406 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$27,406
If stock โ $0
Break-even
$274.06
+0.0% from spot
Prob. of Target Hit
60%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 18 | Aug 17 (exp) |
|---|---|---|---|
| $219 (-20%) | -$5,481 | -$5,481 | -$5,481 |
| $233 (-15%) | -$4,111 | -$4,111 | -$4,111 |
| $247 (-10%) | -$2,741 | -$2,741 | -$2,741 |
| $260 (-5%) | -$1,370 | -$1,370 | -$1,370 |
| $269 (-2%) | -$548 | -$548 | -$548 |
| $274 (0%) โ spot | +$0 | +$0 | +$0 |
| $280 (+2%) | +$548 | +$548 | +$548 |
| $288 (+5%) | +$1,370 | +$1,370 | +$1,370 |
| $301 (+10%) | +$2,741 | +$2,741 | +$2,741 |
| $305 (+11%) โ target | +$3,094 | +$3,094 | +$3,094 |
| $315 (+15%) | +$4,111 | +$4,111 | +$4,111 |
| $329 (+20%) | +$5,481 | +$5,481 | +$5,481 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.