Target Price Playground
AVGO
$411.35
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 $475 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG CALL ยท $410 ยท Aug '26
Qty 1 ยท Premium $32.6 ยท ฮ 0.54
LONG PUT ยท $410 ยท Aug '26
Qty 1 ยท Premium $32.95 ยท ฮ -0.47
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If AVGO hits $475 by Aug 21: the long straddle returns $-55 (-0.8%) on $6,555 risked, vs +$6,365 (15.5%) for 100 shares on $41,135. Options give 0.1ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if AVGO is at $475. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AVGO hits $475 by Aug 21
$-55
-0.8% on $6,555 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$6,555
Both premiums paid
Break-even
$475.55
+15.61% from spot
Prob. of Target Hit
47%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
7.2 / -51.84 / 134.52
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) |
|---|---|---|---|---|
| $329 (-20%) | +$2,585 | +$2,035 | +$1,592 | +$1,537 |
| $350 (-15%) | +$1,489 | +$690 | -$128 | -$520 |
| $370 (-10%) | +$766 | -$257 | -$1,464 | -$2,577 |
| $391 (-5%) | +$440 | -$744 | -$2,252 | -$4,633 |
| $403 (-2%) | +$436 | -$807 | -$2,418 | -$5,867 |
| $411 (0%) โ spot | +$510 | -$754 | -$2,398 | -$6,420 |
| $420 (+2%) | +$644 | -$628 | -$2,274 | -$5,597 |
| $432 (+5%) | +$952 | -$308 | -$1,909 | -$4,363 |
| $452 (+10%) | +$1,729 | +$540 | -$878 | -$2,306 |
| $475 (+15%) โ target | +$2,907 | +$1,850 | +$709 | -$55 |
| $494 (+20%) | +$4,095 | +$3,168 | +$2,265 | +$1,807 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.