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 $420 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 bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $375 · Dec '26
Qty 1 · Premium $30.79 · Δ 0.56
SHORT CALL · $405 · Dec '26
Qty 1 · Premium $18.74 · Δ 0.4
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If AVGO hits $420 by Dec 18: the bull call spread returns +$1,795 (149.0%) on $1,205 risked, vs +$4,419 (11.8%) for 100 shares on $37,581. Options give 12.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AVGO is at $420. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AVGO hits $420 by Dec 18
+$1,795
+149.0% on $1,205 risked
Max Profit
+$1,795
If the stock ≥ $405 at expiry
Max Loss
−$1,205
Net debit
Break-even
$387.05
+2.99% from spot
Prob. of Target Hit
54%
IV-implied, 72d (rough)
Net Δ / Θ / V
15.82 / -0.95 / 1.2
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%) | -$961 | -$1,066 | -$1,175 | -$1,205 |
| $319 (-15%) | -$787 | -$914 | -$1,094 | -$1,205 |
| $338 (-10%) | -$560 | -$684 | -$906 | -$1,205 |
| $357 (-5%) | -$292 | -$382 | -$576 | -$1,205 |
| $368 (-2%) | -$118 | -$177 | -$315 | -$1,205 |
| $376 (0%) ← spot | +$0 | -$34 | -$122 | -$1,124 |
| $383 (+2%) | +$119 | +$111 | +$79 | -$372 |
| $395 (+5%) | +$296 | +$327 | +$382 | +$755 |
| $413 (+10%) | +$577 | +$669 | +$850 | +$1,795 |
| $420 (+12%) ← target | +$670 | +$780 | +$993 | +$1,795 |
| $432 (+15%) | +$831 | +$967 | +$1,219 | +$1,795 |
| $451 (+20%) | +$1,049 | +$1,209 | +$1,473 | +$1,795 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.