Target Price Playground
CSX
$49.41
๐ข
CSX IV: 26.5% โ LOW
(-59.0% vs 30d avg of 64.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $53 by Sep 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $49.41 ยท ฮ 1.00
SHORT CALL ยท $53 ยท Sep '26
Qty 1 ยท Premium $1.1 ยท ฮ 0.32
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If CSX hits $53 by Sep 18: the covered call returns +$469 (9.7%) on $4,831 risked, vs +$359 (7.3%) for 100 shares on $4,941. Options give 1.3ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if CSX is at $53. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $53 by Sep 18
+$469
+9.7% on $4,831 risked
Max Profit
+$469
If the stock โฅ $53 at expiry
Max Loss
โ$4,831
If stock โ $0 (minus premium received)
Break-even
$48.31
-2.23% from spot
Prob. of Target Hit
53%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
68.32 / 1.67 / -7.59
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 | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $40 (-20%) | -$879 | -$878 | -$878 | -$878 |
| $42 (-15%) | -$636 | -$632 | -$631 | -$631 |
| $44 (-10%) | -$402 | -$391 | -$385 | -$384 |
| $47 (-5%) | -$187 | -$163 | -$142 | -$137 |
| $48 (-2%) | -$71 | -$38 | -$4 | +$11 |
| $49 (0%) โ spot | -$0 | +$38 | +$81 | +$110 |
| $50 (+2%) | +$64 | +$108 | +$160 | +$209 |
| $52 (+5%) | +$149 | +$197 | +$260 | +$357 |
| $53 (+7%) โ target | +$203 | +$253 | +$320 | +$469 |
| $54 (+10%) | +$258 | +$308 | +$373 | +$469 |
| $57 (+15%) | +$331 | +$376 | +$428 | +$469 |
| $59 (+20%) | +$375 | +$412 | +$447 | +$469 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.