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 $355 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $375 · Jan '27
Qty 1 · Premium $31.08 · Δ -0.43
SHORT PUT · $355 · Dec '26
Qty 1 · Premium $17.55 · Δ -0.33
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If AVGO hits $355 by Dec 18: the diagonal put spread returns +$1,484 (109.7%) on $1,353 risked, vs $-2,081 (-5.5%) for 100 shares on $37,581. Options give 19.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AVGO is at $355. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AVGO hits $355 by Dec 18
+$1,484
+109.7% on $1,353 risked
Max Profit
+$1,423
If the stock price is favorable
Max Loss
−$1,330
Worst-case within chart range
Break-even
$383.83
+2.13% from spot
Prob. of Target Hit
77%
IV-implied, 72d (rough)
Net Δ / Θ / V
-9.9 / 2.09 / 16.76
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%) | +$504 | +$576 | +$641 | +$574 |
| $319 (-15%) | +$435 | +$537 | +$678 | +$704 |
| $338 (-10%) | +$325 | +$437 | +$630 | +$1,004 |
| $355 (-6%) ← target | +$194 | +$295 | +$483 | +$1,484 |
| $368 (-2%) | +$73 | +$153 | +$300 | +$708 |
| $376 (0%) ← spot | +$0 | +$64 | +$177 | +$339 |
| $383 (+2%) | -$75 | -$29 | +$45 | +$19 |
| $395 (+5%) | -$191 | -$173 | -$160 | -$373 |
| $413 (+10%) | -$382 | -$410 | -$488 | -$825 |
| $432 (+15%) | -$562 | -$627 | -$765 | -$1,088 |
| $451 (+20%) | -$724 | -$814 | -$974 | -$1,229 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.