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 $70 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $80 · Dec '26
Qty 1 · Premium $3.98 · Δ -0.56
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If XEL hits $70 by Dec 18: the long put returns +$602 (151.3%) on $398 risked, vs $-982 (-12.3%) for 100 shares on $7,982. Options give 12.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if XEL is at $70. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if XEL hits $70 by Dec 18
+$602
+151.3% on $398 risked
Max Profit
+$7,602
If stock → $0
Max Loss
−$398
Premium paid
Break-even
$76.02
-4.76% from spot
Prob. of Target Hit
16%
IV-implied, 48d (rough)
Net Δ / Θ / V
-55.97 / -1.89 / 11.51
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%) | +$1,170 | +$1,185 | +$1,200 | +$1,216 |
| $68 (-15%) | +$778 | +$788 | +$801 | +$817 |
| $70 (-12%) ← target | +$575 | +$577 | +$587 | +$602 |
| $72 (-10%) | +$410 | +$403 | +$405 | +$418 |
| $76 (-5%) | +$95 | +$66 | +$34 | +$19 |
| $78 (-2%) | -$55 | -$94 | -$146 | -$220 |
| $80 (0%) ← spot | -$137 | -$180 | -$238 | -$380 |
| $81 (+2%) | -$204 | -$247 | -$304 | -$398 |
| $84 (+5%) | -$280 | -$317 | -$362 | -$398 |
| $88 (+10%) | -$352 | -$375 | -$393 | -$398 |
| $92 (+15%) | -$383 | -$393 | -$398 | -$398 |
| $96 (+20%) | -$394 | -$397 | -$398 | -$398 |
Uses XEL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.