Target Price Playground
CSX
$51.99
๐ข
CSX IV: 24.3% โ LOW
(-65.5% vs 30d avg of 70.6%)
Options are cheap vs 30d avg โ 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
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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $51.99 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CSX hits $58 by Dec 18: the long stock returns +$601 (11.6%) on $5,199 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if CSX hits $58 by Dec 18
+$601
+11.6% on $5,199 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$5,199
If stock โ $0
Break-even
$51.99
+0.0% from spot
Prob. of Target Hit
20%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $42 (-20%) | -$1,040 | -$1,040 | -$1,040 |
| $44 (-15%) | -$780 | -$780 | -$780 |
| $47 (-10%) | -$520 | -$520 | -$520 |
| $49 (-5%) | -$260 | -$260 | -$260 |
| $51 (-2%) | -$104 | -$104 | -$104 |
| $52 (0%) โ spot | +$0 | +$0 | +$0 |
| $53 (+2%) | +$104 | +$104 | +$104 |
| $55 (+5%) | +$260 | +$260 | +$260 |
| $57 (+10%) | +$520 | +$520 | +$520 |
| $58 (+12%) โ target | +$601 | +$601 | +$601 |
| $60 (+15%) | +$780 | +$780 | +$780 |
| $62 (+20%) | +$1,040 | +$1,040 | +$1,040 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.