Target Price Playground
CAT
$790.66
๐ข
CAT IV: 38.6% โ LOW
(-43.0% vs 30d avg of 67.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $700 by Jun 19
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
67d from today
โ๏ธ Legs
LONG PUT ยท $790 ยท Jun '26
Qty 1 ยท Premium $50.35 ยท ฮ -0.45
SHORT PUT ยท $730 ยท Jun '26
Qty 1 ยท Premium $27.85 ยท ฮ -0.29
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If CAT hits $700 by Jun 19: the bear put spread returns +$3,750 (166.7%) on $2,250 risked, vs $-9,066 (-11.5%) for 100 shares on $79,066. Options give 14.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CAT is at $700. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CAT hits $700 by Jun 19
+$3,750
+166.7% on $2,250 risked
Max Profit
+$3,750
If the stock โค $730 at expiry
Max Loss
โ$2,250
Net debit
Break-even
$767.50
-2.93% from spot
Prob. of Target Hit
49%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-16.57 / -3.79 / 22.57
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
| CAT Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $633 (-20%) | +$2,935 | +$3,201 | +$3,547 | +$3,750 |
| $672 (-15%) | +$2,386 | +$2,652 | +$3,105 | +$3,750 |
| $700 (-11%) โ target | +$1,915 | +$2,128 | +$2,540 | +$3,750 |
| $712 (-10%) | +$1,706 | +$1,885 | +$2,245 | +$3,750 |
| $751 (-5%) | +$965 | +$995 | +$1,061 | +$1,637 |
| $775 (-2%) | +$522 | +$456 | +$317 | -$735 |
| $791 (0%) โ spot | +$238 | +$112 | -$149 | -$2,250 |
| $806 (+2%) | -$35 | -$212 | -$572 | -$2,250 |
| $830 (+5%) | -$414 | -$653 | -$1,106 | -$2,250 |
| $870 (+10%) | -$953 | -$1,243 | -$1,713 | -$2,250 |
| $909 (+15%) | -$1,371 | -$1,655 | -$2,030 | -$2,250 |
| $949 (+20%) | -$1,676 | -$1,919 | -$2,171 | -$2,250 |
Uses CAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.