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 $57 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG CALL ยท $49 ยท Sep '26
Qty 1 ยท Premium $2.69 ยท ฮ 0.58
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If CSX hits $57 by Sep 18: the long straddle returns +$344 (75.4%) on $456 risked, vs +$759 (15.4%) for 100 shares on $4,941. Options give 4.9ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if CSX is at $57. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $57 by Sep 18
+$344
+75.4% on $456 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$456
Both premiums paid
Break-even
$53.56
+8.4% from spot
Prob. of Target Hit
18%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
16.04 / -3.32 / 16.67
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%) | +$465 | +$467 | +$477 | +$491 |
| $42 (-15%) | +$255 | +$238 | +$233 | +$244 |
| $44 (-10%) | +$93 | +$49 | +$6 | -$3 |
| $47 (-5%) | +$4 | -$66 | -$155 | -$250 |
| $48 (-2%) | -$9 | -$87 | -$193 | -$398 |
| $49 (0%) โ spot | +$0 | -$80 | -$189 | -$415 |
| $50 (+2%) | +$23 | -$57 | -$162 | -$316 |
| $52 (+5%) | +$79 | +$5 | -$85 | -$168 |
| $54 (+10%) | +$225 | +$167 | +$110 | +$79 |
| $57 (+15%) โ target | +$431 | +$392 | +$361 | +$344 |
| $59 (+20%) | +$635 | +$608 | +$587 | +$573 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.