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 $55 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $49.41 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CSX hits $55 by Sep 18: the long stock returns +$559 (11.3%) on $4,941 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if CSX hits $55 by Sep 18
+$559
+11.3% on $4,941 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$4,941
If stock โ $0
Break-even
$49.41
+0.0% from spot
Prob. of Target Hit
33%
IV-implied, 68d (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 | Aug 11 | Sep 10 (exp) |
|---|---|---|---|
| $40 (-20%) | -$988 | -$988 | -$988 |
| $42 (-15%) | -$741 | -$741 | -$741 |
| $44 (-10%) | -$494 | -$494 | -$494 |
| $47 (-5%) | -$247 | -$247 | -$247 |
| $48 (-2%) | -$99 | -$99 | -$99 |
| $49 (0%) โ spot | +$0 | +$0 | +$0 |
| $50 (+2%) | +$99 | +$99 | +$99 |
| $52 (+5%) | +$247 | +$247 | +$247 |
| $54 (+10%) | +$494 | +$494 | +$494 |
| $55 (+11%) โ target | +$559 | +$559 | +$559 |
| $57 (+15%) | +$741 | +$741 | +$741 |
| $59 (+20%) | +$988 | +$988 | +$988 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.