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 $52 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
Sell OTM put for premium; get assigned if price drops.
๐ฏ Target
68d from today
โ๏ธ Legs
SHORT PUT ยท $45 ยท Sep '26
Qty 1 ยท Premium $0.65 ยท ฮ -0.19
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
๐ก Stock vs Options at Target
If CSX hits $52 by Sep 18: the cash-secured put returns +$65 (1.5%) on $-65 credit (max loss $4,435), vs +$259 (5.2%) for 100 shares on $4,941. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if CSX is at $52. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $52 by Sep 18
+$65
+1.5% on $4,435 max loss
Max Profit
+$65
If the stock โฅ $45 at expiry
Max Loss
โ$4,435
If stock โ $0 after assignment
Break-even
$44.35
-10.24% from spot
Prob. of Target Hit
65%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
19.38 / 1.17 / -5.33
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%) | -$481 | -$475 | -$472 | -$482 |
| $42 (-15%) | -$293 | -$272 | -$247 | -$235 |
| $44 (-10%) | -$148 | -$118 | -$76 | +$12 |
| $47 (-5%) | -$50 | -$21 | +$19 | +$65 |
| $48 (-2%) | -$11 | +$15 | +$45 | +$65 |
| $49 (0%) โ spot | +$9 | +$31 | +$54 | +$65 |
| $50 (+2%) | +$24 | +$42 | +$60 | +$65 |
| $52 (+5%) โ target | +$41 | +$54 | +$63 | +$65 |
| $54 (+10%) | +$55 | +$61 | +$65 | +$65 |
| $57 (+15%) | +$61 | +$64 | +$65 | +$65 |
| $59 (+20%) | +$64 | +$65 | +$65 | +$65 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.