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 $280 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, sell OTM call for income. Caps upside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $259.61 · Δ 1.00
SHORT CALL · $280 · Dec '26
Qty 1 · Premium $7.85 · Δ 0.3
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If NXPI hits $280 by Dec 18: the covered call returns +$2,824 (11.2%) on $25,176 risked, vs +$2,039 (7.9%) for 100 shares on $25,961. Options give 1.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if NXPI is at $280. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NXPI hits $280 by Dec 18
+$2,824
+11.2% on $25,176 risked
Max Profit
+$2,824
If the stock ≥ $280 at expiry
Max Loss
−$25,176
If stock → $0 (minus premium received)
Break-even
$251.76
-3.02% from spot
Prob. of Target Hit
64%
IV-implied, 48d (rough)
Net Δ / Θ / V
69.6 / 15.06 / -34.05
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%) | -$4,471 | -$4,425 | -$4,408 | -$4,407 |
| $221 (-15%) | -$3,263 | -$3,168 | -$3,115 | -$3,109 |
| $234 (-10%) | -$2,133 | -$1,970 | -$1,841 | -$1,811 |
| $247 (-5%) | -$1,111 | -$870 | -$629 | -$513 |
| $254 (-2%) | -$560 | -$275 | +$41 | +$266 |
| $260 (0%) ← spot | -$220 | +$89 | +$453 | +$785 |
| $265 (+2%) | +$95 | +$426 | +$832 | +$1,304 |
| $273 (+5%) | +$524 | +$879 | +$1,330 | +$2,083 |
| $280 (+8%) ← target | +$883 | +$1,250 | +$1,721 | +$2,824 |
| $286 (+10%) | +$1,122 | +$1,491 | +$1,962 | +$2,824 |
| $299 (+15%) | +$1,584 | +$1,936 | +$2,362 | +$2,824 |
| $312 (+20%) | +$1,927 | +$2,242 | +$2,584 | +$2,824 |
Uses NXPI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.