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 $345 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $300 · Dec '26
Qty 1 · Premium $24.7 · Δ 0.54
LONG PUT · $300 · Dec '26
Qty 1 · Premium $24.83 · Δ -0.47
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If CEG hits $345 by Dec 18: the long straddle returns $-453 (-9.1%) on $4,953 risked, vs +$4,460 (14.8%) for 100 shares on $30,040. Options give 0.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CEG is at $345. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CEG hits $345 by Dec 18
$-453
-9.1% on $4,953 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$4,953
Both premiums paid
Break-even
$349.53
+16.35% from spot
Prob. of Target Hit
49%
IV-implied, 72d (rough)
Net Δ / Θ / V
6.83 / -34.02 / 104.92
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%) | +$1,738 | +$1,343 | +$1,034 | +$1,015 |
| $255 (-15%) | +$933 | +$350 | -$239 | -$487 |
| $270 (-10%) | +$399 | -$352 | -$1,239 | -$1,989 |
| $285 (-5%) | +$155 | -$720 | -$1,840 | -$3,491 |
| $294 (-2%) | +$148 | -$772 | -$1,974 | -$4,392 |
| $300 (0%) ← spot | +$201 | -$737 | -$1,966 | -$4,913 |
| $306 (+2%) | +$296 | -$649 | -$1,882 | -$4,312 |
| $315 (+5%) | +$518 | -$420 | -$1,622 | -$3,411 |
| $330 (+10%) | +$1,081 | +$193 | -$874 | -$1,909 |
| $345 (+15%) ← target | +$1,828 | +$1,024 | +$140 | -$453 |
| $360 (+20%) | +$2,803 | +$2,107 | +$1,427 | +$1,095 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.