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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $375 · Dec '26
Qty 1 · Premium $30.79 · Δ 0.56
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If AVGO hits $420 by Dec 18: the long call returns +$1,421 (46.2%) on $3,079 risked, vs +$4,419 (11.8%) for 100 shares on $37,581. Options give 3.9× 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
+$1,421
+46.2% on $3,079 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,079
Premium paid
Break-even
$405.79
+7.98% from spot
Prob. of Target Hit
54%
IV-implied, 72d (rough)
Net Δ / Θ / V
56.1 / -22.04 / 65.81
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%) | -$2,639 | -$2,872 | -$3,044 | -$3,079 |
| $319 (-15%) | -$2,264 | -$2,612 | -$2,943 | -$3,079 |
| $338 (-10%) | -$1,709 | -$2,167 | -$2,683 | -$3,079 |
| $357 (-5%) | -$956 | -$1,494 | -$2,164 | -$3,079 |
| $368 (-2%) | -$407 | -$974 | -$1,698 | -$3,079 |
| $376 (0%) ← spot | -$0 | -$579 | -$1,319 | -$2,998 |
| $383 (+2%) | +$437 | -$145 | -$886 | -$2,246 |
| $395 (+5%) | +$1,147 | +$572 | -$144 | -$1,119 |
| $413 (+10%) | +$2,464 | +$1,927 | +$1,307 | +$760 |
| $420 (+12%) ← target | +$2,963 | +$2,446 | +$1,868 | +$1,421 |
| $432 (+15%) | +$3,924 | +$3,448 | +$2,952 | +$2,639 |
| $451 (+20%) | +$5,500 | +$5,093 | +$4,715 | +$4,518 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.