Target Price Playground
CEG
$286.50
๐ข
CEG IV: 47.9% โ LOW
(-30.8% vs 30d avg of 69.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $320 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 $285 ยท Jun '26
Qty 1 ยท Premium $25.68 ยท ฮ 0.57
SHORT CALL ยท $310 ยท Jun '26
Qty 1 ยท Premium $17.0 ยท ฮ 0.39
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If CEG hits $320 by Jun 19: the bull call spread returns +$1,632 (187.9%) on $868 risked, vs +$3,350 (11.7%) for 100 shares on $28,650. Options give 16.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CEG is at $320. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $320 by Jun 19
+$1,632
+187.9% on $868 risked
Max Profit
+$1,632
If the stock โฅ $310 at expiry
Max Loss
โ$868
Net debit
Break-even
$293.68
+2.51% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
17.92 / -1.7 / 3.38
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
| CEG Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $229 (-20%) | -$629 | -$720 | -$826 | -$868 |
| $244 (-15%) | -$483 | -$585 | -$741 | -$868 |
| $258 (-10%) | -$300 | -$395 | -$571 | -$868 |
| $272 (-5%) | -$90 | -$157 | -$301 | -$868 |
| $281 (-2%) | +$44 | +$2 | -$97 | -$868 |
| $287 (0%) โ spot | +$134 | +$112 | +$50 | -$718 |
| $292 (+2%) | +$226 | +$223 | +$202 | -$145 |
| $301 (+5%) | +$361 | +$388 | +$432 | +$714 |
| $315 (+10%) | +$578 | +$651 | +$790 | +$1,632 |
| $320 (+12%) โ target | +$648 | +$734 | +$898 | +$1,632 |
| $329 (+15%) | +$776 | +$884 | +$1,083 | +$1,632 |
| $344 (+20%) | +$951 | +$1,080 | +$1,299 | +$1,632 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.