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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $375 · Dec '26
Qty 1 · Premium $26.66 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If AVGO hits $330 by Dec 18: the long put returns +$1,834 (68.8%) on $2,666 risked, vs $-4,581 (-12.2%) for 100 shares on $37,581. Options give 5.6× 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
+$1,834
+68.8% on $2,666 risked
Max Profit
+$34,834
If stock → $0
Max Loss
−$2,666
Premium paid
Break-even
$348.34
-7.31% from spot
Prob. of Target Hit
53%
IV-implied, 72d (rough)
Net Δ / Θ / V
-43.9 / -17.46 / 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%) | +$4,877 | +$4,755 | +$4,693 | +$4,769 |
| $319 (-15%) | +$3,374 | +$3,136 | +$2,915 | +$2,890 |
| $330 (-12%) ← target | +$2,606 | +$2,304 | +$1,979 | +$1,834 |
| $338 (-10%) | +$2,049 | +$1,702 | +$1,296 | +$1,011 |
| $357 (-5%) | +$924 | +$495 | -$64 | -$868 |
| $368 (-2%) | +$346 | -$112 | -$725 | -$1,995 |
| $376 (0%) ← spot | +$0 | -$468 | -$1,098 | -$2,666 |
| $383 (+2%) | -$315 | -$786 | -$1,417 | -$2,666 |
| $395 (+5%) | -$732 | -$1,196 | -$1,801 | -$2,666 |
| $413 (+10%) | -$1,294 | -$1,720 | -$2,230 | -$2,666 |
| $432 (+15%) | -$1,712 | -$2,078 | -$2,464 | -$2,666 |
| $451 (+20%) | -$2,016 | -$2,313 | -$2,580 | -$2,666 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.