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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If CAT hits $700 by Jun 19: the long put returns +$3,965 (78.7%) on $5,035 risked, vs $-9,066 (-11.5%) for 100 shares on $79,066. Options give 6.8ร 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
+$3,965
+78.7% on $5,035 risked
Max Profit
+$73,965
If stock โ $0
Max Loss
โ$5,035
Premium paid
Break-even
$739.65
-6.45% from spot
Prob. of Target Hit
49%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-45.09 / -38.6 / 132.96
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%) | +$10,593 | +$10,494 | +$10,516 | +$10,712 |
| $672 (-15%) | +$7,245 | +$6,925 | +$6,683 | +$6,759 |
| $700 (-11%) โ target | +$5,108 | +$4,622 | +$4,126 | +$3,965 |
| $712 (-10%) | +$4,286 | +$3,735 | +$3,127 | +$2,806 |
| $751 (-5%) | +$1,792 | +$1,058 | +$115 | -$1,148 |
| $775 (-2%) | +$532 | -$269 | -$1,334 | -$3,520 |
| $791 (0%) โ spot | -$210 | -$1,034 | -$2,135 | -$5,035 |
| $806 (+2%) | -$877 | -$1,706 | -$2,807 | -$5,035 |
| $830 (+5%) | -$1,742 | -$2,551 | -$3,590 | -$5,035 |
| $870 (+10%) | -$2,862 | -$3,576 | -$4,399 | -$5,035 |
| $909 (+15%) | -$3,645 | -$4,222 | -$4,786 | -$5,035 |
| $949 (+20%) | -$4,172 | -$4,603 | -$4,948 | -$5,035 |
Uses CAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.