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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If CEG hits $250 by Jun 19: the long put returns +$890 (42.2%) on $2,110 risked, vs $-3,219 (-11.4%) for 100 shares on $28,219. Options give 3.7ร 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
+$890
+42.2% on $2,110 risked
Max Profit
+$25,890
If stock โ $0
Max Loss
โ$2,110
Premium paid
Break-even
$258.90
-8.25% from spot
Prob. of Target Hit
59%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-42.16 / -16.24 / 48.05
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%) | +$3,528 | +$3,389 | +$3,287 | +$3,315 |
| $240 (-15%) | +$2,443 | +$2,218 | +$1,989 | +$1,904 |
| $250 (-11%) โ target | +$1,743 | +$1,462 | +$1,135 | +$890 |
| $254 (-10%) | +$1,489 | +$1,188 | +$825 | +$493 |
| $268 (-5%) | +$677 | +$321 | -$143 | -$918 |
| $277 (-2%) | +$257 | -$117 | -$615 | -$1,765 |
| $282 (0%) โ spot | +$5 | -$376 | -$882 | -$2,110 |
| $288 (+2%) | -$226 | -$608 | -$1,113 | -$2,110 |
| $296 (+5%) | -$535 | -$912 | -$1,396 | -$2,110 |
| $310 (+10%) | -$958 | -$1,307 | -$1,724 | -$2,110 |
| $325 (+15%) | -$1,281 | -$1,587 | -$1,914 | -$2,110 |
| $339 (+20%) | -$1,522 | -$1,778 | -$2,017 | -$2,110 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.