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 $890 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 bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $790 ยท Jun '26
Qty 1 ยท Premium $56.95 ยท ฮ 0.55
SHORT CALL ยท $850 ยท Jun '26
Qty 1 ยท Premium $31.0 ยท ฮ 0.37
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If CAT hits $890 by Jun 19: the bull call spread returns +$3,405 (131.2%) on $2,595 risked, vs +$9,934 (12.6%) for 100 shares on $79,066. Options give 10.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CAT is at $890. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CAT hits $890 by Jun 19
+$3,405
+131.2% on $2,595 risked
Max Profit
+$3,405
If the stock โฅ $850 at expiry
Max Loss
โ$2,595
Net debit
Break-even
$815.95
+3.2% from spot
Prob. of Target Hit
45%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
18.1 / -5.12 / 10.22
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%) | -$2,263 | -$2,432 | -$2,570 | -$2,595 |
| $672 (-15%) | -$1,941 | -$2,179 | -$2,467 | -$2,595 |
| $712 (-10%) | -$1,473 | -$1,733 | -$2,154 | -$2,595 |
| $751 (-5%) | -$879 | -$1,086 | -$1,498 | -$2,595 |
| $775 (-2%) | -$481 | -$623 | -$931 | -$2,595 |
| $791 (0%) โ spot | -$207 | -$294 | -$499 | -$2,529 |
| $806 (+2%) | +$71 | +$42 | -$41 | -$948 |
| $830 (+5%) | +$483 | +$544 | +$655 | +$1,424 |
| $870 (+10%) | +$1,134 | +$1,328 | +$1,704 | +$3,405 |
| $890 (+13%) โ target | +$1,439 | +$1,683 | +$2,140 | +$3,405 |
| $909 (+15%) | +$1,704 | +$1,984 | +$2,478 | +$3,405 |
| $949 (+20%) | +$2,173 | +$2,484 | +$2,955 | +$3,405 |
Uses CAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.