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 $910 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
Bet on big move in either direction. Two premiums 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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If CAT hits $910 by Jun 19: the long straddle returns +$1,270 (11.8%) on $10,730 risked, vs +$11,934 (15.1%) for 100 shares on $79,066. Options give 0.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CAT is at $910. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CAT hits $910 by Jun 19
+$1,270
+11.8% on $10,730 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$10,730
Both premiums paid
Break-even
$897.30
+13.49% from spot
Prob. of Target Hit
36%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
10.13 / -82.21 / 265.89
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%) | +$5,428 | +$5,019 | +$4,848 | +$5,017 |
| $672 (-15%) | +$2,685 | +$1,834 | +$1,135 | +$1,064 |
| $712 (-10%) | +$722 | -$594 | -$2,022 | -$2,889 |
| $751 (-5%) | -$313 | -$1,995 | -$4,093 | -$6,843 |
| $775 (-2%) | -$461 | -$2,275 | -$4,618 | -$9,215 |
| $791 (0%) โ spot | -$365 | -$2,224 | -$4,641 | -$10,664 |
| $806 (+2%) | -$117 | -$1,988 | -$4,404 | -$9,083 |
| $830 (+5%) | +$524 | -$1,307 | -$3,597 | -$6,711 |
| $870 (+10%) | +$2,239 | +$597 | -$1,261 | -$2,757 |
| $910 (+15%) โ target | +$4,676 | +$3,315 | +$1,982 | +$1,270 |
| $949 (+20%) | +$7,526 | +$6,449 | +$5,546 | +$5,149 |
Uses CAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.