Target Price Playground
NXPI
$259.61
🟢
NXPI IV: 43.5% — LOW
(-28.9% vs 30d avg of 61.2%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $230 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $260 · Dec '26
Qty 1 · Premium $20.7 · Δ -0.52
SHORT PUT · $240 · Dec '26
Qty 1 · Premium $11.2 · Δ -0.34
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If NXPI hits $230 by Dec 18: the bear put spread returns +$1,050 (110.5%) on $950 risked, vs $-2,961 (-11.4%) for 100 shares on $25,961. Options give 9.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if NXPI is at $230. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NXPI hits $230 by Dec 18
+$1,050
+110.5% on $950 risked
Max Profit
+$1,050
If the stock ≤ $240 at expiry
Max Loss
−$950
Net debit
Break-even
$250.50
-3.51% from spot
Prob. of Target Hit
49%
IV-implied, 48d (rough)
Net Δ / Θ / V
-17.98 / -0.82 / 1.74
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| NXPI Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $208 (-20%) | +$788 | +$875 | +$988 | +$1,050 |
| $221 (-15%) | +$609 | +$696 | +$847 | +$1,050 |
| $230 (-11%) ← target | +$453 | +$522 | +$660 | +$1,050 |
| $234 (-10%) | +$387 | +$446 | +$567 | +$1,050 |
| $247 (-5%) | +$144 | +$153 | +$176 | +$387 |
| $254 (-2%) | -$2 | -$25 | -$73 | -$392 |
| $260 (0%) ← spot | -$96 | -$140 | -$230 | -$911 |
| $265 (+2%) | -$187 | -$248 | -$373 | -$950 |
| $273 (+5%) | -$314 | -$396 | -$555 | -$950 |
| $286 (+10%) | -$495 | -$597 | -$763 | -$950 |
| $299 (+15%) | -$638 | -$738 | -$873 | -$950 |
| $312 (+20%) | -$743 | -$831 | -$922 | -$950 |
Uses NXPI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.