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
Moderately bearish. Debit, capped max profit + 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
SHORT PUT ยท $45 ยท Sep '26
Qty 1 ยท Premium $0.65 ยท ฮ -0.19
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If CSX hits $43 by Sep 18: the bear put spread returns +$278 (227.5%) on $122 risked, vs $-641 (-13.0%) for 100 shares on $4,941. Options give 17.5ร 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
+$278
+227.5% on $122 risked
Max Profit
+$278
If the stock โค $45 at expiry
Max Loss
โ$122
Net debit
Break-even
$47.78
-3.3% from spot
Prob. of Target Hit
26%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-22.6 / -0.19 / 3.0
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 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $40 (-20%) | +$245 | +$260 | +$274 | +$278 |
| $42 (-15%) | +$205 | +$224 | +$253 | +$278 |
| $43 (-13%) โ target | +$183 | +$202 | +$233 | +$278 |
| $44 (-10%) | +$145 | +$160 | +$188 | +$278 |
| $47 (-5%) | +$75 | +$77 | +$78 | +$84 |
| $48 (-2%) | +$34 | +$27 | +$11 | -$64 |
| $49 (0%) โ spot | +$9 | -$3 | -$27 | -$122 |
| $50 (+2%) | -$14 | -$29 | -$57 | -$122 |
| $52 (+5%) | -$44 | -$61 | -$89 | -$122 |
| $54 (+10%) | -$80 | -$95 | -$114 | -$122 |
| $57 (+15%) | -$101 | -$112 | -$121 | -$122 |
| $59 (+20%) | -$113 | -$119 | -$122 | -$122 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.