Target Price Playground
CSX
$49.41
๐ข
CSX IV: 26.2% โ LOW
(-59.4% 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 $54 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
Own stock + buy put as insurance against downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $49.41 ยท ฮ 1.00
LONG PUT ยท $47 ยท Sep '26
Qty 1 ยท Premium $1.09 ยท ฮ -0.29
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If CSX hits $54 by Sep 18: the protective put returns +$350 (6.9%) on $5,050 risked, vs +$459 (9.3%) for 100 shares on $4,941. Options give 0.7ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if CSX is at $54. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $54 by Sep 18
+$350
+6.9% on $5,050 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$350
Put floors you at $47
Break-even
$50.50
+2.2% from spot
Prob. of Target Hit
42%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
71.33 / -1.24 / 7.26
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%) | -$372 | -$370 | -$363 | -$350 |
| $42 (-15%) | -$338 | -$349 | -$357 | -$350 |
| $44 (-10%) | -$269 | -$294 | -$325 | -$350 |
| $47 (-5%) | -$157 | -$189 | -$234 | -$350 |
| $48 (-2%) | -$68 | -$100 | -$143 | -$208 |
| $49 (0%) โ spot | -$0 | -$30 | -$69 | -$109 |
| $50 (+2%) | +$73 | +$46 | +$13 | -$10 |
| $52 (+5%) | +$192 | +$170 | +$147 | +$138 |
| $54 (+9%) โ target | +$378 | +$363 | +$352 | +$350 |
| $57 (+15%) | +$642 | +$636 | +$632 | +$632 |
| $59 (+20%) | +$883 | +$880 | +$879 | +$879 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.