Target Price Playground
CEG
$274.72
๐ข
CEG IV: 49.3% โ LOW
(-28.4% vs 30d avg of 68.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $295 by Aug 21
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $274.72 ยท ฮ 1.00
SHORT CALL ยท $295 ยท Aug '26
Qty 1 ยท Premium $16.18 ยท ฮ 0.42
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If CEG hits $295 by Aug 21: the covered call returns +$3,646 (14.1%) on $25,854 risked, vs +$2,028 (7.4%) for 100 shares on $27,472. Options give 1.9ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if CEG is at $295. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $295 by Aug 21
+$3,646
+14.1% on $25,854 risked
Max Profit
+$3,646
If the stock โฅ $295 at expiry
Max Loss
โ$25,854
If stock โ $0 (minus premium received)
Break-even
$258.54
-5.89% from spot
Prob. of Target Hit
73%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
57.54 / 19.19 / -45.07
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| CEG Price | Today | Jul 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $220 (-20%) | -$4,100 | -$3,967 | -$3,887 | -$3,876 |
| $234 (-15%) | -$2,917 | -$2,708 | -$2,545 | -$2,503 |
| $247 (-10%) | -$1,829 | -$1,537 | -$1,255 | -$1,129 |
| $261 (-5%) | -$853 | -$482 | -$69 | +$244 |
| $269 (-2%) | -$326 | +$86 | +$574 | +$1,069 |
| $275 (0%) โ spot | +$0 | +$435 | +$966 | +$1,618 |
| $280 (+2%) | +$306 | +$760 | +$1,327 | +$2,167 |
| $288 (+5%) | +$728 | +$1,203 | +$1,808 | +$2,992 |
| $295 (+7%) โ target | +$1,031 | +$1,516 | +$2,136 | +$3,646 |
| $302 (+10%) | +$1,334 | +$1,823 | +$2,444 | +$3,646 |
| $316 (+15%) | +$1,827 | +$2,305 | +$2,891 | +$3,646 |
| $330 (+20%) | +$2,220 | +$2,668 | +$3,182 | +$3,646 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.