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 $335 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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $300 · Dec '26
Qty 1 · Premium $24.7 · Δ 0.54
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If CEG hits $335 by Dec 18: the long call returns +$1,030 (41.7%) on $2,470 risked, vs +$3,460 (11.5%) for 100 shares on $30,040. Options give 3.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CEG is at $335. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CEG hits $335 by Dec 18
+$1,030
+41.7% on $2,470 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$2,470
Premium paid
Break-even
$324.70
+8.09% from spot
Prob. of Target Hit
59%
IV-implied, 72d (rough)
Net Δ / Θ / V
53.63 / -18.42 / 52.44
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%) | -$1,976 | -$2,217 | -$2,416 | -$2,470 |
| $255 (-15%) | -$1,627 | -$1,963 | -$2,302 | -$2,470 |
| $270 (-10%) | -$1,143 | -$1,563 | -$2,051 | -$2,470 |
| $285 (-5%) | -$514 | -$996 | -$1,600 | -$2,470 |
| $294 (-2%) | -$67 | -$571 | -$1,217 | -$2,470 |
| $300 (0%) ← spot | +$259 | -$254 | -$912 | -$2,430 |
| $306 (+2%) | +$608 | +$91 | -$570 | -$1,829 |
| $315 (+5%) | +$1,169 | +$656 | +$11 | -$928 |
| $330 (+10%) | +$2,202 | +$1,714 | +$1,136 | +$574 |
| $335 (+12%) ← target | +$2,537 | +$2,061 | +$1,510 | +$1,030 |
| $345 (+15%) | +$3,339 | +$2,895 | +$2,412 | +$2,076 |
| $360 (+20%) | +$4,565 | +$4,173 | +$3,788 | +$3,578 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.