Target Price Playground
CEG
$282.19
๐ข
CEG IV: 47.9% โ LOW
(-30.7% 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 $250 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $280 ยท Jun '26
Qty 1 ยท Premium $21.1 ยท ฮ -0.42
SHORT PUT ยท $260 ยท Jun '26
Qty 1 ยท Premium $12.8 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If CEG hits $250 by Jun 19: the bear put spread returns +$1,170 (141.0%) on $830 risked, vs $-3,219 (-11.4%) for 100 shares on $28,219. Options give 12.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CEG is at $250. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $250 by Jun 19
+$1,170
+141.0% on $830 risked
Max Profit
+$1,170
If the stock โค $260 at expiry
Max Loss
โ$830
Net debit
Break-even
$271.70
-3.72% from spot
Prob. of Target Hit
59%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-12.56 / -0.87 / 7.81
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) |
|---|---|---|---|---|
| $226 (-20%) | +$796 | +$884 | +$1,024 | +$1,170 |
| $240 (-15%) | +$627 | +$700 | +$842 | +$1,170 |
| $250 (-11%) โ target | +$492 | +$543 | +$653 | +$1,170 |
| $254 (-10%) | +$437 | +$478 | +$568 | +$1,170 |
| $268 (-5%) | +$239 | +$238 | +$241 | +$362 |
| $277 (-2%) | +$122 | +$95 | +$43 | -$485 |
| $282 (0%) โ spot | +$46 | +$4 | -$82 | -$830 |
| $288 (+2%) | -$27 | -$84 | -$199 | -$830 |
| $296 (+5%) | -$131 | -$207 | -$354 | -$830 |
| $310 (+10%) | -$286 | -$382 | -$553 | -$830 |
| $325 (+15%) | -$416 | -$521 | -$681 | -$830 |
| $339 (+20%) | -$522 | -$623 | -$756 | -$830 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.