Target Price Playground
XEL
$79.82
๐ข
XEL IV: 21.6% โ LOW
(-49.8% vs 30d avg of 42.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $89 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $79.82 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If XEL hits $89 by Dec 18: the long stock returns +$918 (11.5%) on $7,982 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if XEL hits $89 by Dec 18
+$918
+11.5% on $7,982 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$7,982
If stock โ $0
Break-even
$79.82
+0.0% from spot
Prob. of Target Hit
18%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| XEL Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $64 (-20%) | -$1,596 | -$1,596 | -$1,596 |
| $68 (-15%) | -$1,197 | -$1,197 | -$1,197 |
| $72 (-10%) | -$798 | -$798 | -$798 |
| $76 (-5%) | -$399 | -$399 | -$399 |
| $78 (-2%) | -$160 | -$160 | -$160 |
| $80 (0%) โ spot | +$0 | +$0 | +$0 |
| $81 (+2%) | +$160 | +$160 | +$160 |
| $84 (+5%) | +$399 | +$399 | +$399 |
| $88 (+10%) | +$798 | +$798 | +$798 |
| $89 (+12%) โ target | +$918 | +$918 | +$918 |
| $92 (+15%) | +$1,197 | +$1,197 | +$1,197 |
| $96 (+20%) | +$1,596 | +$1,596 | +$1,596 |
Uses XEL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.