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 $53 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, sell OTM call for income. Caps upside.
๐ฏ Target
69d from today
โ๏ธ Legs
LONG 100 SHARES
@ $49.41 ยท ฮ 1.00
SHORT CALL ยท $53 ยท Sep '26
Qty 1 ยท Premium $1.12 ยท ฮ 0.32
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If CSX hits $53 by Sep 18: the covered call returns +$471 (9.8%) on $4,829 risked, vs +$359 (7.3%) for 100 shares on $4,941. Options give 1.3ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (69 days out). P&L shown is the value at expiry if CSX is at $53. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSX hits $53 by Sep 18
+$471
+9.8% on $4,829 risked
Max Profit
+$471
If the stock โฅ $53 at expiry
Max Loss
โ$4,829
If stock โ $0 (minus premium received)
Break-even
$48.29
-2.26% from spot
Prob. of Target Hit
53%
IV-implied, 69d (rough)
Net ฮ / ฮ / V
68.13 / 1.67 / -7.67
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%) | -$877 | -$876 | -$876 | -$876 |
| $42 (-15%) | -$635 | -$630 | -$629 | -$629 |
| $44 (-10%) | -$401 | -$389 | -$383 | -$382 |
| $47 (-5%) | -$186 | -$161 | -$140 | -$135 |
| $48 (-2%) | -$70 | -$36 | -$2 | +$13 |
| $49 (0%) โ spot | +$0 | +$40 | +$83 | +$112 |
| $50 (+2%) | +$64 | +$110 | +$162 | +$211 |
| $52 (+5%) | +$149 | +$199 | +$262 | +$359 |
| $53 (+7%) โ target | +$203 | +$255 | +$322 | +$471 |
| $54 (+10%) | +$258 | +$310 | +$375 | +$471 |
| $57 (+15%) | +$331 | +$378 | +$430 | +$471 |
| $59 (+20%) | +$376 | +$414 | +$449 | +$471 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.