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 $55 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
Sell OTM put for premium; get assigned if price drops.
🎯 Target
48d from today
⚙️ Legs
SHORT PUT · $48 · Dec '26
Qty 1 · Premium $0.42 · Δ -0.16
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
💡 Stock vs Options at Target
If CSX hits $55 by Dec 18: the cash-secured put returns +$42 (0.9%) on $-42 credit (max loss $4,758), vs +$301 (5.8%) for 100 shares on $5,199. Options give 0.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 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.
📊 Projected Return
P&L if CSX hits $55 by Dec 18
+$42
+0.9% on $4,758 max loss
Max Profit
+$42
If the stock ≥ $48 at expiry
Max Loss
−$4,758
If stock → $0 after assignment
Break-even
$47.58
-8.48% from spot
Prob. of Target Hit
52%
IV-implied, 48d (rough)
Net Δ / Θ / V
16.13 / 1.1 / -4.61
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%) | -$582 | -$584 | -$590 | -$599 |
| $44 (-15%) | -$357 | -$345 | -$336 | -$339 |
| $47 (-10%) | -$180 | -$155 | -$123 | -$79 |
| $49 (-5%) | -$63 | -$36 | -$2 | +$42 |
| $51 (-2%) | -$20 | +$2 | +$27 | +$42 |
| $52 (0%) ← spot | +$0 | +$18 | +$35 | +$42 |
| $53 (+2%) | +$14 | +$28 | +$39 | +$42 |
| $55 (+6%) ← target | +$30 | +$38 | +$42 | +$42 |
| $57 (+10%) | +$38 | +$41 | +$42 | +$42 |
| $60 (+15%) | +$41 | +$42 | +$42 | +$42 |
| $62 (+20%) | +$42 | +$42 | +$42 | +$42 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.