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 $315 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
Bet on big move in either direction. Two premiums 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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If CEG hits $315 by Aug 21: the long straddle returns $-649 (-14.0%) on $4,649 risked, vs +$4,094 (14.9%) for 100 shares on $27,406. Options give 0.9ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $315. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $315 by Aug 21
$-649
-14.0% on $4,649 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$4,649
Both premiums paid
Break-even
$228.51
-16.62% from spot
Prob. of Target Hit
48%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
10.16 / -35.94 / 90.82
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%) | +$1,538 | +$1,201 | +$942 | +$927 |
| $233 (-15%) | +$771 | +$267 | -$233 | -$443 |
| $247 (-10%) | +$249 | -$408 | -$1,170 | -$1,813 |
| $260 (-5%) | -$9 | -$780 | -$1,754 | -$3,184 |
| $269 (-2%) | -$34 | -$849 | -$1,902 | -$4,006 |
| $274 (0%) โ spot | +$1 | -$831 | -$1,913 | -$4,554 |
| $280 (+2%) | +$77 | -$763 | -$1,853 | -$4,194 |
| $288 (+5%) | +$263 | -$573 | -$1,640 | -$3,372 |
| $301 (+10%) | +$754 | -$39 | -$994 | -$2,001 |
| $315 (+15%) โ target | +$1,433 | +$715 | -$76 | -$648 |
| $329 (+20%) | +$2,294 | +$1,672 | +$1,059 | +$739 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.