Target Price Playground
AVGO
$375.81
🟢
AVGO IV: 42.8% — LOW
(-21.5% vs 30d avg of 54.4%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $330 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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $375 · Dec '26
Qty 1 · Premium $26.66 · Δ -0.44
SHORT PUT · $345 · Dec '26
Qty 1 · Premium $13.84 · Δ -0.28
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If AVGO hits $330 by Dec 18: the bear put spread returns +$1,717 (133.9%) on $1,283 risked, vs $-4,581 (-12.2%) for 100 shares on $37,581. Options give 11.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AVGO is at $330. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AVGO hits $330 by Dec 18
+$1,717
+133.9% on $1,283 risked
Max Profit
+$1,717
If the stock ≤ $345 at expiry
Max Loss
−$1,283
Net debit
Break-even
$362.17
-3.63% from spot
Prob. of Target Hit
53%
IV-implied, 72d (rough)
Net Δ / Θ / V
-16.02 / -2.03 / 9.74
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
| AVGO Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $301 (-20%) | +$1,203 | +$1,340 | +$1,548 | +$1,718 |
| $319 (-15%) | +$938 | +$1,060 | +$1,288 | +$1,718 |
| $330 (-12%) ← target | +$770 | +$868 | +$1,067 | +$1,718 |
| $338 (-10%) | +$633 | +$706 | +$863 | +$1,718 |
| $357 (-5%) | +$313 | +$317 | +$331 | +$516 |
| $368 (-2%) | +$123 | +$85 | +$7 | -$611 |
| $376 (0%) ← spot | +$1 | -$64 | -$198 | -$1,282 |
| $383 (+2%) | -$118 | -$205 | -$386 | -$1,282 |
| $395 (+5%) | -$284 | -$401 | -$631 | -$1,282 |
| $413 (+10%) | -$529 | -$676 | -$932 | -$1,282 |
| $432 (+15%) | -$729 | -$884 | -$1,111 | -$1,282 |
| $451 (+20%) | -$886 | -$1,031 | -$1,206 | -$1,282 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.