Target Price Playground
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 $285 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $300 · Jan '27
Qty 1 · Premium $27.2 · Δ -0.46
SHORT PUT · $285 · Dec '26
Qty 1 · Premium $17.14 · Δ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If CEG hits $285 by Dec 18: the diagonal put spread returns +$1,232 (122.5%) on $1,006 risked, vs $-1,540 (-5.1%) for 100 shares on $30,040. Options give 24.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CEG is at $285. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CEG hits $285 by Dec 18
+$1,232
+122.5% on $1,006 risked
Max Profit
+$1,218
If the stock price is favorable
Max Loss
−$983
Worst-case within chart range
Break-even
$310.04
+3.21% from spot
Prob. of Target Hit
81%
IV-implied, 72d (rough)
Net Δ / Θ / V
-11.22 / 2.59 / 12.19
per spread, per $1 move / day / vol pt
📋 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.
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.
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.
"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.
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%) | +$421 | +$483 | +$542 | +$471 |
| $255 (-15%) | +$381 | +$465 | +$585 | +$613 |
| $270 (-10%) | +$313 | +$406 | +$569 | +$897 |
| $285 (-5%) ← target | +$222 | +$309 | +$471 | +$1,360 |
| $294 (-2%) | +$154 | +$227 | +$367 | +$828 |
| $300 (0%) ← spot | +$106 | +$170 | +$287 | +$535 |
| $306 (+2%) | +$57 | +$108 | +$199 | +$276 |
| $315 (+5%) | -$20 | +$12 | +$57 | -$49 |
| $330 (+10%) | -$151 | -$154 | -$182 | -$443 |
| $345 (+15%) | -$280 | -$314 | -$401 | -$692 |
| $360 (+20%) | -$400 | -$459 | -$580 | -$839 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.