Target Price Playground

Templates Custom Builder LEAP Simulator
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 $275 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $240 · Dec '26
Qty 1 · Premium $11.2 · Δ -0.34
P&L at Expiry Now $260 Target $275 $182 $260 $337
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If NXPI hits $275 by Dec 18: the cash-secured put returns +$1,120 (4.9%) on $-1,120 credit (max loss $22,880), vs +$1,539 (5.9%) for 100 shares on $25,961. Options give 0.8× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if NXPI is at $275. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if NXPI hits $275 by Dec 18
+$1,120
+4.9% on $22,880 max loss
Max Profit
+$1,120
If the stock ≥ $240 at expiry
Max Loss
−$22,880
If stock → $0 after assignment
Break-even
$228.80
-11.87% from spot
Prob. of Target Hit
72%
IV-implied, 48d (rough)
Net Δ / Θ / V
33.63 / 16.15 / -35.4
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

NXPI Price Today Nov 16 Dec 2 Dec 18 (exp)
$208 (-20%) -$2,391 -$2,254 -$2,130 -$2,111
$221 (-15%) -$1,467 -$1,257 -$1,009 -$813
$234 (-10%) -$709 -$452 -$113 +$485
$247 (-5%) -$123 +$145 +$498 +$1,120
$254 (-2%) +$152 +$410 +$736 +$1,120
$260 (0%) ← spot +$307 +$553 +$849 +$1,120
$265 (+2%) +$441 +$671 +$933 +$1,120
$275 (+6%) ← target +$652 +$844 +$1,036 +$1,120
$286 (+10%) +$808 +$960 +$1,086 +$1,120
$299 (+15%) +$936 +$1,041 +$1,110 +$1,120
$312 (+20%) +$1,014 +$1,083 +$1,117 +$1,120
Uses NXPI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.