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 $46 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 bearish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $52 · Dec '26
Qty 1 · Premium $1.73 · Δ -0.46
SHORT PUT · $48 · Dec '26
Qty 1 · Premium $0.42 · Δ -0.16
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If CSX hits $46 by Dec 18: the bear put spread returns +$268 (204.1%) on $132 risked, vs $-599 (-11.5%) for 100 shares on $5,199. Options give 17.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CSX is at $46. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSX hits $46 by Dec 18
+$268
+204.1% on $132 risked
Max Profit
+$268
If the stock ≤ $48 at expiry
Max Loss
−$132
Net debit
Break-even
$50.68
-2.51% from spot
Prob. of Target Hit
20%
IV-implied, 48d (rough)
Net Δ / Θ / V
-29.55 / -0.54 / 2.87
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%) | +$256 | +$264 | +$268 | +$269 |
| $44 (-15%) | +$228 | +$244 | +$262 | +$269 |
| $46 (-12%) ← target | +$190 | +$209 | +$238 | +$269 |
| $47 (-10%) | +$169 | +$187 | +$217 | +$269 |
| $49 (-5%) | +$85 | +$90 | +$100 | +$130 |
| $51 (-2%) | +$33 | +$27 | +$15 | -$26 |
| $52 (0%) ← spot | +$1 | -$11 | -$34 | -$130 |
| $53 (+2%) | -$28 | -$44 | -$71 | -$131 |
| $55 (+5%) | -$64 | -$81 | -$107 | -$131 |
| $57 (+10%) | -$102 | -$115 | -$127 | -$131 |
| $60 (+15%) | -$120 | -$127 | -$131 | -$131 |
| $62 (+20%) | -$128 | -$130 | -$131 | -$131 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.