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 $750 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $790 ยท Jul '26
Qty 1 ยท Premium $59.0 ยท ฮ -0.44
SHORT PUT ยท $750 ยท Jun '26
Qty 1 ยท Premium $33.85 ยท ฮ -0.34
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If CAT hits $750 by Jun 19: the diagonal put spread returns +$2,989 (118.9%) on $2,515 risked, vs $-4,066 (-5.1%) for 100 shares on $79,066. Options give 23.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CAT is at $750. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CAT hits $750 by Jun 19
+$2,989
+118.9% on $2,515 risked
Max Profit
+$2,960
If the stock price is favorable
Max Loss
โ$2,493
Worst-case within chart range
Break-even
$807.64
+2.15% from spot
Prob. of Target Hit
76%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-10.76 / 6.45 / 30.37
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%) | +$1,207 | +$1,318 | +$1,386 | +$1,268 |
| $672 (-15%) | +$1,084 | +$1,265 | +$1,483 | +$1,449 |
| $712 (-10%) | +$854 | +$1,070 | +$1,420 | +$1,946 |
| $750 (-5%) โ target | +$531 | +$726 | +$1,078 | +$2,950 |
| $775 (-2%) | +$280 | +$433 | +$707 | +$1,465 |
| $791 (0%) โ spot | +$109 | +$226 | +$427 | +$674 |
| $806 (+2%) | -$67 | +$10 | +$126 | +$0 |
| $830 (+5%) | -$336 | -$322 | -$337 | -$804 |
| $870 (+10%) | -$776 | -$858 | -$1,049 | -$1,683 |
| $909 (+15%) | -$1,176 | -$1,326 | -$1,606 | -$2,147 |
| $949 (+20%) | -$1,517 | -$1,701 | -$1,988 | -$2,366 |
Uses CAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.