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 $330 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $285 ยท Jun '26
Qty 1 ยท Premium $25.68 ยท ฮ 0.57
LONG PUT ยท $285 ยท Jun '26
Qty 1 ยท Premium $21.84 ยท ฮ -0.43
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If CEG hits $330 by Jun 19: the long straddle returns $-252 (-5.3%) on $4,752 risked, vs +$4,350 (15.2%) for 100 shares on $28,650. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CEG is at $330. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CEG hits $330 by Jun 19
$-252
-5.3% on $4,752 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$4,752
Both premiums paid
Break-even
$332.52
+16.06% from spot
Prob. of Target Hit
47%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
13.43 / -35.08 / 96.55
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%) | +$1,475 | +$1,122 | +$847 | +$828 |
| $244 (-15%) | +$693 | +$166 | -$366 | -$605 |
| $258 (-10%) | +$177 | -$507 | -$1,312 | -$2,037 |
| $272 (-5%) | -$54 | -$851 | -$1,866 | -$3,470 |
| $281 (-2%) | -$55 | -$891 | -$1,977 | -$4,329 |
| $287 (0%) โ spot | +$0 | -$850 | -$1,957 | -$4,602 |
| $292 (+2%) | +$98 | -$756 | -$1,862 | -$4,029 |
| $301 (+5%) | +$323 | -$522 | -$1,591 | -$3,170 |
| $315 (+10%) | +$885 | +$94 | -$841 | -$1,737 |
| $330 (+15%) โ target | +$1,682 | +$981 | +$233 | -$252 |
| $344 (+20%) | +$2,584 | +$1,981 | +$1,407 | +$1,128 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.