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 $325 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
Own stock, sell OTM call for income. Caps upside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $300.4 · Δ 1.00
SHORT CALL · $325 · Dec '26
Qty 1 · Premium $17.32 · Δ 0.41
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If CEG hits $325 by Dec 18: the covered call returns +$4,192 (14.8%) on $28,308 risked, vs +$2,460 (8.2%) for 100 shares on $30,040. Options give 1.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CEG is at $325. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CEG hits $325 by Dec 18
+$4,192
+14.8% on $28,308 risked
Max Profit
+$4,192
If the stock ≥ $325 at expiry
Max Loss
−$28,308
If stock → $0 (minus premium received)
Break-even
$283.08
-5.77% from spot
Prob. of Target Hit
70%
IV-implied, 72d (rough)
Net Δ / Θ / V
58.5 / 18.91 / -52.01
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%) | -$4,519 | -$4,371 | -$4,286 | -$4,276 |
| $255 (-15%) | -$3,220 | -$2,989 | -$2,813 | -$2,774 |
| $270 (-10%) | -$2,023 | -$1,699 | -$1,393 | -$1,272 |
| $285 (-5%) | -$946 | -$531 | -$76 | +$230 |
| $294 (-2%) | -$363 | +$100 | +$642 | +$1,131 |
| $300 (0%) ← spot | -$0 | +$489 | +$1,083 | +$1,732 |
| $306 (+2%) | +$341 | +$853 | +$1,490 | +$2,333 |
| $315 (+5%) | +$811 | +$1,350 | +$2,036 | +$3,234 |
| $325 (+8%) ← target | +$1,260 | +$1,815 | +$2,528 | +$4,192 |
| $330 (+10%) | +$1,491 | +$2,050 | +$2,767 | +$4,192 |
| $345 (+15%) | +$2,048 | +$2,601 | +$3,286 | +$4,192 |
| $360 (+20%) | +$2,496 | +$3,019 | +$3,630 | +$4,192 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.