Target Price Playground
CSX
$51.99
🟢
CSX IV: 24.3% — LOW
(-65.5% vs 30d avg of 70.6%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $58 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $52 · Dec '26
Qty 1 · Premium $2.03 · Δ 0.54
SHORT CALL · $56 · Dec '26
Qty 1 · Premium $0.64 · Δ 0.24
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If CSX hits $58 by Dec 18: the bull call spread returns +$261 (187.2%) on $139 risked, vs +$601 (11.6%) for 100 shares on $5,199. Options give 16.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CSX is at $58. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSX hits $58 by Dec 18
+$261
+187.2% on $139 risked
Max Profit
+$261
If the stock ≥ $56 at expiry
Max Loss
−$139
Net debit
Break-even
$53.39
+2.7% from spot
Prob. of Target Hit
20%
IV-implied, 48d (rough)
Net Δ / Θ / V
30.33 / -0.6 / 1.62
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
| CSX Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $42 (-20%) | -$138 | -$139 | -$139 | -$139 |
| $44 (-15%) | -$132 | -$137 | -$139 | -$139 |
| $47 (-10%) | -$113 | -$126 | -$137 | -$139 |
| $49 (-5%) | -$69 | -$88 | -$115 | -$139 |
| $51 (-2%) | -$30 | -$47 | -$77 | -$139 |
| $52 (0%) ← spot | +$0 | -$12 | -$36 | -$139 |
| $53 (+2%) | +$33 | +$26 | +$13 | -$36 |
| $55 (+5%) | +$82 | +$85 | +$93 | +$120 |
| $57 (+10%) | +$154 | +$170 | +$199 | +$261 |
| $58 (+12%) ← target | +$173 | +$191 | +$220 | +$261 |
| $60 (+15%) | +$206 | +$223 | +$246 | +$261 |
| $62 (+20%) | +$235 | +$248 | +$258 | +$261 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.