Target Price Playground

Templates Custom Builder LEAP Simulator
CEG
$300.40
🟢
CEG IV: 44.8% — LOW (-22.7% vs 30d avg of 58.0%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection If price hits $315 by Dec 18
Historical Backtest Coming soon
Signal Backtest Coming soon

📋 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $275 · Dec '26
Qty 1 · Premium $13.2 · Δ -0.29
P&L at Expiry Now $300 Target $315 $210 $300 $391
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If CEG hits $315 by Dec 18: the cash-secured put returns +$1,320 (5.0%) on $-1,320 credit (max loss $26,180), vs +$1,460 (4.9%) for 100 shares on $30,040. Options give 1.0× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 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.

📊 Projected Return

P&L if CEG hits $315 by Dec 18
+$1,320
+5.0% on $26,180 max loss
Max Profit
+$1,320
If the stock ≥ $275 at expiry
Max Loss
−$26,180
If stock → $0 after assignment
Break-even
$261.80
-12.85% from spot
Prob. of Target Hit
82%
IV-implied, 72d (rough)
Net Δ / Θ / V
28.85 / 14.18 / -45.56
per spread, per $1 move / day / vol pt
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📋 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 — 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.
Signal Backtest
"Run this strategy on every BUY-rated stock with score ≥ 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.

📊 P&L Scenarios — what happens at different prices and dates

CEG Price Today Oct 31 Nov 24 Dec 18 (exp)
$240 (-20%) -$2,863 -$2,599 -$2,306 -$2,148
$255 (-15%) -$1,917 -$1,579 -$1,149 -$646
$270 (-10%) -$1,130 -$748 -$235 +$856
$285 (-5%) -$496 -$103 +$416 +$1,320
$294 (-2%) -$183 +$201 +$692 +$1,320
$300 (0%) ← spot +$0 +$373 +$835 +$1,320
$306 (+2%) +$165 +$522 +$950 +$1,320
$315 (+5%) ← target +$369 +$701 +$1,074 +$1,320
$330 (+10%) +$659 +$937 +$1,209 +$1,320
$345 (+15%) +$862 +$1,086 +$1,272 +$1,320
$360 (+20%) +$1,008 +$1,181 +$1,300 +$1,320
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.