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 $305 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $282.19 ยท ฮ 1.00
SHORT CALL ยท $305 ยท Jun '26
Qty 1 ยท Premium $15.53 ยท ฮ 0.41
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If CEG hits $305 by Jun 19: the covered call returns +$3,834 (14.4%) on $26,666 risked, vs +$2,281 (8.1%) for 100 shares on $28,219. Options give 1.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CEG is at $305. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $305 by Jun 19
+$3,834
+14.4% on $26,666 risked
Max Profit
+$3,834
If the stock โฅ $305 at expiry
Max Loss
โ$26,666
If stock โ $0 (minus premium received)
Break-even
$266.66
-5.5% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
58.99 / 18.37 / -47.0
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%) | -$4,291 | -$4,168 | -$4,099 | -$4,091 |
| $240 (-15%) | -$3,059 | -$2,861 | -$2,713 | -$2,680 |
| $254 (-10%) | -$1,921 | -$1,639 | -$1,376 | -$1,269 |
| $268 (-5%) | -$898 | -$532 | -$133 | +$142 |
| $277 (-2%) | -$343 | +$66 | +$543 | +$989 |
| $282 (0%) โ spot | -$0 | +$435 | +$959 | +$1,553 |
| $288 (+2%) | +$322 | +$778 | +$1,342 | +$2,117 |
| $296 (+5%) | +$767 | +$1,247 | +$1,855 | +$2,964 |
| $305 (+8%) โ target | +$1,176 | +$1,670 | +$2,302 | +$3,834 |
| $310 (+10%) | +$1,406 | +$1,904 | +$2,539 | +$3,834 |
| $325 (+15%) | +$1,927 | +$2,417 | +$3,021 | +$3,834 |
| $339 (+20%) | +$2,342 | +$2,802 | +$3,336 | +$3,834 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.