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 $405 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
Own stock, sell OTM call for income. Caps upside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $375.81 · Δ 1.00
SHORT CALL · $405 · Dec '26
Qty 1 · Premium $18.74 · Δ 0.4
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If AVGO hits $405 by Dec 18: the covered call returns +$4,793 (13.4%) on $35,707 risked, vs +$2,919 (7.8%) for 100 shares on $37,581. Options give 1.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AVGO is at $405. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AVGO hits $405 by Dec 18
+$4,793
+13.4% on $35,707 risked
Max Profit
+$4,793
If the stock ≥ $405 at expiry
Max Loss
−$35,707
If stock → $0 (minus premium received)
Break-even
$357.07
-4.99% from spot
Prob. of Target Hit
69%
IV-implied, 72d (rough)
Net Δ / Θ / V
59.71 / 21.09 / -64.6
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%) | -$5,837 | -$5,709 | -$5,647 | -$5,642 |
| $319 (-15%) | -$4,160 | -$3,939 | -$3,788 | -$3,763 |
| $338 (-10%) | -$2,609 | -$2,275 | -$1,981 | -$1,884 |
| $357 (-5%) | -$1,215 | -$767 | -$290 | -$5 |
| $368 (-2%) | -$464 | +$45 | +$632 | +$1,122 |
| $376 (0%) ← spot | +$0 | +$545 | +$1,197 | +$1,874 |
| $383 (+2%) | +$434 | +$1,008 | +$1,717 | +$2,626 |
| $395 (+5%) | +$1,028 | +$1,635 | +$2,405 | +$3,753 |
| $405 (+8%) ← target | +$1,517 | +$2,141 | +$2,939 | +$4,793 |
| $413 (+10%) | +$1,871 | +$2,500 | +$3,301 | +$4,793 |
| $432 (+15%) | +$2,544 | +$3,156 | +$3,904 | +$4,793 |
| $451 (+20%) | +$3,066 | +$3,632 | +$4,273 | +$4,793 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.