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 $43 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $49 ยท Sep '26
Qty 1 ยท Premium $1.87 ยท ฮ -0.42
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If CSX hits $43 by Sep 18: the long put returns +$413 (220.6%) on $187 risked, vs $-641 (-13.0%) for 100 shares on $4,941. Options give 17.0ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if CSX is at $43. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $43 by Sep 18
+$413
+220.6% on $187 risked
Max Profit
+$4,713
If stock โ $0
Max Loss
โ$187
Premium paid
Break-even
$47.13
-4.62% from spot
Prob. of Target Hit
26%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-41.98 / -1.36 / 8.34
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%) | +$727 | +$734 | +$746 | +$760 |
| $42 (-15%) | +$498 | +$496 | +$500 | +$513 |
| $43 (-13%) โ target | +$411 | +$404 | +$403 | +$413 |
| $44 (-10%) | +$293 | +$278 | +$264 | +$266 |
| $47 (-5%) | +$125 | +$97 | +$60 | +$19 |
| $48 (-2%) | +$45 | +$13 | -$33 | -$129 |
| $49 (0%) โ spot | +$0 | -$33 | -$81 | -$187 |
| $50 (+2%) | -$38 | -$71 | -$117 | -$187 |
| $52 (+5%) | -$84 | -$114 | -$153 | -$187 |
| $54 (+10%) | -$135 | -$157 | -$179 | -$187 |
| $57 (+15%) | -$162 | -$176 | -$185 | -$187 |
| $59 (+20%) | -$176 | -$183 | -$187 | -$187 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.