Target Price Playground
CSX
$51.99
🟢
CSX IV: 24.3% — LOW
(-65.5% vs 30d avg of 70.6%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $56 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $51.99 · Δ 1.00
SHORT CALL · $56 · Dec '26
Qty 1 · Premium $0.64 · Δ 0.24
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If CSX hits $56 by Dec 18: the covered call returns +$465 (9.1%) on $5,135 risked, vs +$401 (7.7%) for 100 shares on $5,199. Options give 1.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CSX is at $56. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSX hits $56 by Dec 18
+$465
+9.1% on $5,135 risked
Max Profit
+$465
If the stock ≥ $56 at expiry
Max Loss
−$5,135
If stock → $0 (minus premium received)
Break-even
$51.35
-1.23% from spot
Prob. of Target Hit
40%
IV-implied, 48d (rough)
Net Δ / Θ / V
76.02 / 1.68 / -5.86
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| CSX Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $42 (-20%) | -$976 | -$976 | -$976 | -$976 |
| $44 (-15%) | -$717 | -$716 | -$716 | -$716 |
| $47 (-10%) | -$461 | -$457 | -$456 | -$456 |
| $49 (-5%) | -$217 | -$204 | -$197 | -$196 |
| $51 (-2%) | -$82 | -$61 | -$44 | -$40 |
| $52 (0%) ← spot | +$0 | +$27 | +$53 | +$64 |
| $53 (+2%) | +$75 | +$108 | +$144 | +$168 |
| $55 (+5%) | +$174 | +$213 | +$262 | +$324 |
| $56 (+8%) ← target | +$246 | +$288 | +$342 | +$465 |
| $57 (+10%) | +$294 | +$337 | +$389 | +$465 |
| $60 (+15%) | +$367 | +$403 | +$440 | +$465 |
| $62 (+20%) | +$405 | +$430 | +$452 | +$465 |
Uses CSX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.