Target Price Playground
XEL
$79.82
🟢
XEL IV: 21.6% — LOW
(-49.8% vs 30d avg of 42.9%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $86 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
@ $79.82 · Δ 1.00
SHORT CALL · $86 · Dec '26
Qty 1 · Premium $0.87 · Δ 0.23
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If XEL hits $86 by Dec 18: the covered call returns +$705 (8.9%) on $7,895 risked, vs +$618 (7.7%) for 100 shares on $7,982. Options give 1.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if XEL is at $86. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if XEL hits $86 by Dec 18
+$705
+8.9% on $7,895 risked
Max Profit
+$705
If the stock ≥ $86 at expiry
Max Loss
−$7,895
If stock → $0 (minus premium received)
Break-even
$78.95
-1.09% from spot
Prob. of Target Hit
37%
IV-implied, 48d (rough)
Net Δ / Θ / V
77.3 / 2.38 / -8.72
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
| XEL Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $64 (-20%) | -$1,509 | -$1,509 | -$1,509 | -$1,509 |
| $68 (-15%) | -$1,111 | -$1,110 | -$1,110 | -$1,110 |
| $72 (-10%) | -$717 | -$712 | -$711 | -$711 |
| $76 (-5%) | -$338 | -$322 | -$313 | -$312 |
| $78 (-2%) | -$129 | -$100 | -$78 | -$73 |
| $80 (0%) ← spot | -$0 | +$38 | +$73 | +$87 |
| $81 (+2%) | +$118 | +$165 | +$216 | +$247 |
| $84 (+5%) | +$270 | +$328 | +$399 | +$486 |
| $86 (+8%) ← target | +$383 | +$445 | +$525 | +$705 |
| $88 (+10%) | +$456 | +$519 | +$596 | +$705 |
| $92 (+15%) | +$565 | +$616 | +$670 | +$705 |
| $96 (+20%) | +$619 | +$655 | +$686 | +$705 |
Uses XEL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.