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 $300 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $260 · Dec '26
Qty 1 · Premium $16.1 · Δ 0.48
LONG PUT · $260 · Dec '26
Qty 1 · Premium $20.7 · Δ -0.52
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If NXPI hits $300 by Dec 18: the long straddle returns +$320 (8.7%) on $3,680 risked, vs +$4,039 (15.6%) 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 $300. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NXPI hits $300 by Dec 18
+$320
+8.7% on $3,680 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$3,680
Both premiums paid
Break-even
$223.20
-14.02% from spot
Prob. of Target Hit
35%
IV-implied, 48d (rough)
Net Δ / Θ / V
-3.52 / -34.7 / 74.3
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%) | +$1,741 | +$1,589 | +$1,516 | +$1,551 |
| $221 (-15%) | +$832 | +$535 | +$290 | +$253 |
| $234 (-10%) | +$172 | -$277 | -$763 | -$1,045 |
| $247 (-5%) | -$189 | -$759 | -$1,471 | -$2,343 |
| $254 (-2%) | -$253 | -$867 | -$1,664 | -$3,122 |
| $260 (0%) ← spot | -$233 | -$862 | -$1,685 | -$3,641 |
| $265 (+2%) | -$163 | -$797 | -$1,621 | -$3,200 |
| $273 (+5%) | +$30 | -$591 | -$1,374 | -$2,421 |
| $286 (+10%) | +$564 | +$7 | -$630 | -$1,123 |
| $300 (+16%) ← target | +$1,418 | +$965 | +$527 | +$320 |
| $312 (+20%) | +$2,251 | +$1,888 | +$1,585 | +$1,473 |
Uses NXPI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.