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 $49 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $52 · Jan '27
Qty 1 · Premium $2.13 · Δ -0.45
SHORT PUT · $49 · Dec '26
Qty 1 · Premium $0.63 · Δ -0.22
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If CSX hits $49 by Dec 18: the diagonal put spread returns +$174 (116.4%) on $150 risked, vs $-299 (-5.8%) for 100 shares on $5,199. Options give 20.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CSX is at $49. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSX hits $49 by Dec 18
+$174
+116.4% on $150 risked
Max Profit
+$171
If the stock price is favorable
Max Loss
−$150
Worst-case within chart range
Break-even
$51.70
-0.55% from spot
Prob. of Target Hit
53%
IV-implied, 48d (rough)
Net Δ / Θ / V
-22.24 / 0.08 / 3.75
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%) | +$130 | +$132 | +$132 | +$132 |
| $44 (-15%) | +$123 | +$130 | +$135 | +$133 |
| $47 (-10%) | +$99 | +$112 | +$130 | +$143 |
| $49 (-6%) ← target | +$64 | +$76 | +$96 | +$174 |
| $51 (-2%) | +$23 | +$28 | +$37 | +$40 |
| $52 (0%) ← spot | -$0 | +$1 | +$1 | -$15 |
| $53 (+2%) | -$23 | -$26 | -$33 | -$57 |
| $55 (+5%) | -$55 | -$63 | -$76 | -$102 |
| $57 (+10%) | -$97 | -$107 | -$121 | -$137 |
| $60 (+15%) | -$123 | -$132 | -$140 | -$147 |
| $62 (+20%) | -$138 | -$143 | -$147 | -$150 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.