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 $285 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
Own stock + buy put as insurance against downside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $259.61 · Δ 1.00
LONG PUT · $245 · Dec '26
Qty 1 · Premium $9.91 · Δ -0.32
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If NXPI hits $285 by Dec 18: the protective put returns +$1,548 (5.7%) on $26,952 risked, vs +$2,539 (9.8%) for 100 shares on $25,961. Options give 0.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if NXPI is at $285. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NXPI hits $285 by Dec 18
+$1,548
+5.7% on $26,952 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$2,452
Put floors you at $245
Break-even
$269.52
+3.82% from spot
Prob. of Target Hit
56%
IV-implied, 48d (rough)
Net Δ / Θ / V
67.94 / -15.01 / 33.7
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%) | -$2,256 | -$2,371 | -$2,460 | -$2,452 |
| $221 (-15%) | -$1,936 | -$2,126 | -$2,336 | -$2,452 |
| $234 (-10%) | -$1,456 | -$1,705 | -$2,025 | -$2,452 |
| $247 (-5%) | -$808 | -$1,082 | -$1,447 | -$2,289 |
| $254 (-2%) | -$341 | -$612 | -$966 | -$1,510 |
| $260 (0%) ← spot | +$0 | -$263 | -$596 | -$991 |
| $265 (+2%) | +$364 | +$112 | -$191 | -$472 |
| $273 (+5%) | +$947 | +$720 | +$468 | +$307 |
| $285 (+10%) ← target | +$1,956 | +$1,776 | +$1,609 | +$1,548 |
| $299 (+15%) | +$3,145 | +$3,016 | +$2,921 | +$2,903 |
| $312 (+20%) | +$4,343 | +$4,256 | +$4,206 | +$4,201 |
Uses NXPI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.