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 $310 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 + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $282.19 ยท ฮ 1.00
LONG PUT ยท $270 ยท Jun '26
Qty 1 ยท Premium $15.47 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If CEG hits $310 by Jun 19: the protective put returns +$1,234 (4.1%) on $29,766 risked, vs +$2,781 (9.9%) for 100 shares on $28,219. Options give 0.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CEG is at $310. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $310 by Jun 19
+$1,234
+4.1% on $29,766 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$2,766
Put floors you at $270
Break-even
$297.66
+5.48% from spot
Prob. of Target Hit
64%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
64.39 / -15.68 / 46.95
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%) | -$2,389 | -$2,572 | -$2,740 | -$2,766 |
| $240 (-15%) | -$1,984 | -$2,249 | -$2,553 | -$2,766 |
| $254 (-10%) | -$1,436 | -$1,764 | -$2,185 | -$2,766 |
| $268 (-5%) | -$741 | -$1,103 | -$1,586 | -$2,766 |
| $277 (-2%) | -$255 | -$624 | -$1,111 | -$2,111 |
| $282 (0%) โ spot | +$95 | -$272 | -$749 | -$1,547 |
| $288 (+2%) | +$465 | +$105 | -$355 | -$983 |
| $296 (+5%) | +$1,056 | +$713 | +$294 | -$136 |
| $310 (+10%) โ target | +$2,093 | +$1,789 | +$1,454 | +$1,234 |
| $325 (+15%) | +$3,283 | +$3,029 | +$2,787 | +$2,686 |
| $339 (+20%) | +$4,509 | +$4,306 | +$4,141 | +$4,097 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.