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 $270 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $285 ยท Jul '26
Qty 1 ยท Premium $25.82 ยท ฮ -0.42
SHORT PUT ยท $270 ยท Jun '26
Qty 1 ยท Premium $15.47 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If CEG hits $270 by Jun 19: the diagonal put spread returns +$1,263 (122.0%) on $1,035 risked, vs $-1,650 (-5.8%) for 100 shares on $28,650. Options give 21.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CEG is at $270. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $270 by Jun 19
+$1,263
+122.0% on $1,035 risked
Max Profit
+$1,237
If the stock price is favorable
Max Loss
โ$998
Worst-case within chart range
Break-even
$296.07
+3.34% from spot
Prob. of Target Hit
78%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-6.75 / 2.78 / 10.29
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%) | +$391 | +$451 | +$511 | +$450 |
| $244 (-15%) | +$348 | +$429 | +$546 | +$593 |
| $258 (-10%) | +$275 | +$364 | +$518 | +$876 |
| $270 (-6%) โ target | +$192 | +$274 | +$426 | +$1,263 |
| $281 (-2%) | +$105 | +$172 | +$295 | +$656 |
| $287 (0%) โ spot | +$55 | +$111 | +$211 | +$382 |
| $292 (+2%) | +$3 | +$47 | +$120 | +$142 |
| $301 (+5%) | -$77 | -$53 | -$24 | -$158 |
| $315 (+10%) | -$213 | -$223 | -$263 | -$522 |
| $329 (+15%) | -$344 | -$384 | -$475 | -$750 |
| $344 (+20%) | -$466 | -$528 | -$647 | -$884 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.