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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If CAT hits $890 by Jun 19: the long call returns +$4,305 (75.6%) on $5,695 risked, vs +$9,934 (12.6%) for 100 shares on $79,066. Options give 6.0ร 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
+$4,305
+75.6% on $5,695 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$5,695
Premium paid
Break-even
$846.95
+7.12% from spot
Prob. of Target Hit
45%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
55.21 / -43.6 / 132.93
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%) | -$5,164 | -$5,475 | -$5,668 | -$5,695 |
| $672 (-15%) | -$4,560 | -$5,092 | -$5,548 | -$5,695 |
| $712 (-10%) | -$3,565 | -$4,329 | -$5,150 | -$5,695 |
| $751 (-5%) | -$2,105 | -$3,052 | -$4,208 | -$5,695 |
| $775 (-2%) | -$993 | -$2,007 | -$3,285 | -$5,695 |
| $791 (0%) โ spot | -$155 | -$1,191 | -$2,506 | -$5,629 |
| $806 (+2%) | +$760 | -$282 | -$1,597 | -$4,048 |
| $830 (+5%) | +$2,266 | +$1,245 | -$7 | -$1,676 |
| $870 (+10%) | +$5,101 | +$4,174 | +$3,138 | +$2,278 |
| $890 (+13%) โ target | +$6,689 | +$5,830 | +$4,927 | +$4,305 |
| $909 (+15%) | +$8,271 | +$7,481 | +$6,703 | +$6,231 |
| $949 (+20%) | +$11,697 | +$11,053 | +$10,494 | +$10,184 |
Uses CAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.