Target Price Playground
AVGO
$409.15
๐ข
AVGO IV: 51.4% โ LOW
(-35.6% vs 30d avg of 79.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $360 by Aug 21
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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG PUT ยท $410 ยท Aug '26
Qty 1 ยท Premium $32.95 ยท ฮ -0.47
SHORT PUT ยท $375 ยท Aug '26
Qty 1 ยท Premium $18.31 ยท ฮ -0.29
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If AVGO hits $360 by Aug 21: the bear put spread returns +$2,036 (139.1%) on $1,464 risked, vs $-4,915 (-12.0%) for 100 shares on $40,915. Options give 11.6ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if AVGO is at $360. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AVGO hits $360 by Aug 21
+$2,036
+139.1% on $1,464 risked
Max Profit
+$2,036
If the stock โค $375 at expiry
Max Loss
โ$1,464
Net debit
Break-even
$395.36
-3.37% from spot
Prob. of Target Hit
58%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
-17.31 / -2.22 / 8.43
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
| AVGO Price | Today | Jul 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $327 (-20%) | +$1,372 | +$1,521 | +$1,765 | +$2,036 |
| $348 (-15%) | +$1,084 | +$1,208 | +$1,449 | +$2,036 |
| $360 (-12%) โ target | +$895 | +$990 | +$1,188 | +$2,036 |
| $368 (-10%) | +$763 | +$833 | +$987 | +$2,036 |
| $389 (-5%) | +$431 | +$430 | +$440 | +$667 |
| $401 (-2%) | +$233 | +$190 | +$106 | -$561 |
| $409 (0%) โ spot | +$106 | +$35 | -$106 | -$1,379 |
| $417 (+2%) | -$18 | -$114 | -$305 | -$1,464 |
| $430 (+5%) | -$195 | -$324 | -$573 | -$1,464 |
| $450 (+10%) | -$462 | -$628 | -$925 | -$1,464 |
| $471 (+15%) | -$689 | -$872 | -$1,161 | -$1,464 |
| $491 (+20%) | -$876 | -$1,058 | -$1,305 | -$1,464 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.