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 $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 $285 ยท Jun '26
Qty 1 ยท Premium $21.84 ยท ฮ -0.43
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 +$1,316 (60.3%) on $2,184 risked, vs $-3,650 (-12.7%) for 100 shares on $28,650. Options give 4.7ร 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
+$1,316
+60.3% on $2,184 risked
Max Profit
+$26,316
If stock โ $0
Max Loss
โ$2,184
Premium paid
Break-even
$263.16
-8.15% from spot
Prob. of Target Hit
54%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-43.28 / -15.8 / 48.27
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%) | +$3,602 | +$3,464 | +$3,365 | +$3,396 |
| $244 (-15%) | +$2,495 | +$2,270 | +$2,042 | +$1,963 |
| $250 (-13%) โ target | +$2,037 | +$1,775 | +$1,484 | +$1,316 |
| $258 (-10%) | +$1,521 | +$1,217 | +$853 | +$531 |
| $272 (-5%) | +$689 | +$329 | -$140 | -$902 |
| $281 (-2%) | +$259 | -$121 | -$625 | -$1,761 |
| $287 (0%) โ spot | -$0 | -$387 | -$902 | -$2,184 |
| $292 (+2%) | -$238 | -$627 | -$1,141 | -$2,184 |
| $301 (+5%) | -$555 | -$939 | -$1,435 | -$2,184 |
| $315 (+10%) | -$990 | -$1,347 | -$1,776 | -$2,184 |
| $329 (+15%) | -$1,323 | -$1,637 | -$1,976 | -$2,184 |
| $344 (+20%) | -$1,573 | -$1,836 | -$2,085 | -$2,184 |
Uses CEG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.