Target Price Playground
CSX
$49.41
๐ข
CSX IV: 26.5% โ LOW
(-59.0% vs 30d avg of 64.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $55 by Sep 18
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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG CALL ยท $49 ยท Sep '26
Qty 1 ยท Premium $2.69 ยท ฮ 0.58
SHORT CALL ยท $53 ยท Sep '26
Qty 1 ยท Premium $1.1 ยท ฮ 0.32
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If CSX hits $55 by Sep 18: the bull call spread returns +$241 (151.9%) on $159 risked, vs +$559 (11.3%) for 100 shares on $4,941. Options give 13.4ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if CSX is at $55. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $55 by Sep 18
+$241
+151.9% on $159 risked
Max Profit
+$241
If the stock โฅ $53 at expiry
Max Loss
โ$159
Net debit
Break-even
$50.59
+2.38% from spot
Prob. of Target Hit
33%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
26.35 / -0.29 / 0.74
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
| CSX Price | Today | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $40 (-20%) | -$153 | -$157 | -$159 | -$159 |
| $42 (-15%) | -$139 | -$149 | -$158 | -$159 |
| $44 (-10%) | -$109 | -$126 | -$148 | -$159 |
| $47 (-5%) | -$62 | -$79 | -$110 | -$159 |
| $48 (-2%) | -$26 | -$39 | -$65 | -$159 |
| $49 (0%) โ spot | -$0 | -$8 | -$27 | -$118 |
| $50 (+2%) | +$26 | +$23 | +$16 | -$19 |
| $52 (+5%) | +$65 | +$70 | +$80 | +$129 |
| $54 (+10%) | +$123 | +$138 | +$167 | +$241 |
| $55 (+11%) โ target | +$136 | +$153 | +$184 | +$241 |
| $57 (+15%) | +$168 | +$187 | +$215 | +$241 |
| $59 (+20%) | +$199 | +$215 | +$233 | +$241 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.