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 $245 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $260 · Jan '27
Qty 1 · Premium $23.9 · Δ -0.5
SHORT PUT · $245 · Dec '26
Qty 1 · Premium $9.91 · Δ -0.32
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If NXPI hits $245 by Dec 18: the diagonal put spread returns +$691 (49.4%) on $1,399 risked, vs $-1,461 (-5.6%) for 100 shares on $25,961. Options give 8.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if NXPI is at $245. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NXPI hits $245 by Dec 18
+$691
+49.4% on $1,399 risked
Max Profit
+$657
If the stock price is favorable
Max Loss
−$1,375
Worst-case within chart range
Break-even
$257.02
-1.0% from spot
Prob. of Target Hit
74%
IV-implied, 48d (rough)
Net Δ / Θ / V
-17.7 / 2.14 / 12.67
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%) | +$47 | +$88 | +$113 | +$61 |
| $221 (-15%) | +$13 | +$81 | +$166 | +$162 |
| $234 (-10%) | -$63 | +$21 | +$158 | +$381 |
| $245 (-6%) ← target | -$163 | -$84 | +$58 | +$709 |
| $254 (-2%) | -$265 | -$203 | -$92 | +$154 |
| $260 (0%) ← spot | -$328 | -$278 | -$194 | -$106 |
| $265 (+2%) | -$392 | -$357 | -$305 | -$333 |
| $273 (+5%) | -$493 | -$481 | -$478 | -$617 |
| $286 (+10%) | -$660 | -$685 | -$750 | -$955 |
| $299 (+15%) | -$815 | -$869 | -$971 | -$1,162 |
| $312 (+20%) | -$952 | -$1,021 | -$1,132 | -$1,279 |
Uses NXPI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.