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 $300 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 + buy put as insurance against downside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $274.06 ยท ฮ 1.00
LONG PUT ยท $260 ยท Aug '26
Qty 1 ยท Premium $14.2 ยท ฮ -0.34
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If CEG hits $300 by Aug 21: the protective put returns +$1,174 (4.1%) on $28,826 risked, vs +$2,594 (9.5%) for 100 shares on $27,406. Options give 0.4ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $300. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $300 by Aug 21
+$1,174
+4.1% on $28,826 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$2,826
Put floors you at $260
Break-even
$288.26
+5.18% from spot
Prob. of Target Hit
66%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
65.89 / -15.5 / 43.71
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%) | -$2,380 | -$2,579 | -$2,772 | -$2,826 |
| $233 (-15%) | -$1,962 | -$2,238 | -$2,562 | -$2,826 |
| $247 (-10%) | -$1,405 | -$1,737 | -$2,167 | -$2,826 |
| $260 (-5%) | -$706 | -$1,067 | -$1,546 | -$2,790 |
| $269 (-2%) | -$222 | -$586 | -$1,064 | -$1,968 |
| $274 (0%) โ spot | +$125 | -$235 | -$700 | -$1,420 |
| $280 (+2%) | +$492 | +$140 | -$305 | -$872 |
| $288 (+5%) | +$1,075 | +$740 | +$337 | -$50 |
| $300 (+9%) โ target | +$2,009 | +$1,710 | +$1,384 | +$1,174 |
| $315 (+15%) | +$3,258 | +$3,013 | +$2,782 | +$2,691 |
| $329 (+20%) | +$4,455 | +$4,259 | +$4,101 | +$4,061 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.