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 $60 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $52 · Dec '26
Qty 1 · Premium $2.03 · Δ 0.54
LONG PUT · $52 · Dec '26
Qty 1 · Premium $1.73 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If CSX hits $60 by Dec 18: the long straddle returns +$423 (112.4%) on $377 risked, vs +$801 (15.4%) for 100 shares on $5,199. Options give 7.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CSX is at $60. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSX hits $60 by Dec 18
+$423
+112.4% on $377 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$377
Both premiums paid
Break-even
$48.23
-7.22% from spot
Prob. of Target Hit
9%
IV-implied, 48d (rough)
Net Δ / Θ / V
8.64 / -3.91 / 14.95
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%) | +$637 | +$645 | +$655 | +$665 |
| $44 (-15%) | +$389 | +$389 | +$395 | +$405 |
| $47 (-10%) | +$176 | +$153 | +$139 | +$145 |
| $49 (-5%) | +$36 | -$17 | -$76 | -$115 |
| $51 (-2%) | +$1 | -$64 | -$148 | -$271 |
| $52 (0%) ← spot | +$1 | -$68 | -$158 | -$375 |
| $53 (+2%) | +$18 | -$50 | -$138 | -$273 |
| $55 (+5%) | +$77 | +$15 | -$57 | -$117 |
| $57 (+10%) | +$240 | +$198 | +$160 | +$143 |
| $60 (+15%) ← target | +$476 | +$452 | +$435 | +$424 |
| $62 (+20%) | +$701 | +$685 | +$673 | +$663 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.