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 $92 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 · $80 · Dec '26
Qty 1 · Premium $2.91 · Δ 0.47
LONG PUT · $80 · Dec '26
Qty 1 · Premium $3.98 · Δ -0.56
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If XEL hits $92 by Dec 18: the long straddle returns +$511 (74.2%) on $689 risked, vs +$1,218 (15.3%) for 100 shares on $7,982. Options give 4.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if XEL is at $92. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if XEL hits $92 by Dec 18
+$511
+74.2% on $689 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$689
Both premiums paid
Break-even
$73.11
-8.41% from spot
Prob. of Target Hit
8%
IV-implied, 48d (rough)
Net Δ / Θ / V
-9.41 / -4.82 / 23.01
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%) | +$880 | +$894 | +$909 | +$925 |
| $68 (-15%) | +$496 | +$499 | +$510 | +$526 |
| $72 (-10%) | +$157 | +$129 | +$116 | +$127 |
| $76 (-5%) | -$73 | -$147 | -$227 | -$272 |
| $78 (-2%) | -$134 | -$228 | -$347 | -$511 |
| $80 (0%) ← spot | -$138 | -$239 | -$370 | -$671 |
| $81 (+2%) | -$112 | -$213 | -$343 | -$547 |
| $84 (+5%) | -$24 | -$115 | -$220 | -$308 |
| $88 (+10%) | +$230 | +$169 | +$116 | +$91 |
| $92 (+15%) ← target | +$587 | +$552 | +$527 | +$511 |
| $96 (+20%) | +$945 | +$922 | +$905 | +$889 |
Uses XEL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.