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 $47 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $49 ยท Oct '26
Qty 1 ยท Premium $2.21 ยท ฮ -0.41
SHORT PUT ยท $47 ยท Sep '26
Qty 1 ยท Premium $1.09 ยท ฮ -0.29
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If CSX hits $47 by Sep 18: the diagonal put spread returns +$139 (123.5%) on $113 risked, vs $-241 (-4.9%) for 100 shares on $4,941. Options give 25.2ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if CSX is at $47. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $47 by Sep 18
+$139
+123.5% on $113 risked
Max Profit
+$133
If the stock price is favorable
Max Loss
โ$113
Worst-case within chart range
Break-even
$49.55
+0.28% from spot
Prob. of Target Hit
67%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-12.8 / 0.14 / 2.62
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%) | +$71 | +$73 | +$73 | +$71 |
| $42 (-15%) | +$66 | +$73 | +$78 | +$74 |
| $44 (-10%) | +$53 | +$63 | +$79 | +$88 |
| $47 (-5%) โ target | +$30 | +$39 | +$56 | +$140 |
| $48 (-2%) | +$13 | +$19 | +$31 | +$53 |
| $49 (0%) โ spot | +$1 | +$4 | +$10 | +$6 |
| $50 (+2%) | -$12 | -$11 | -$11 | -$31 |
| $52 (+5%) | -$31 | -$34 | -$41 | -$68 |
| $54 (+10%) | -$58 | -$65 | -$78 | -$99 |
| $57 (+15%) | -$79 | -$87 | -$98 | -$109 |
| $59 (+20%) | -$93 | -$100 | -$107 | -$111 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.