Target Price Playground
AVGO
$375.81
๐ข
AVGO IV: 42.8% โ LOW
(-21.5% vs 30d avg of 54.4%)
Options are cheap vs 30d avg โ 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
๐ 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
72d from today
โ๏ธ Legs
LONG 100 SHARES
@ $375.81 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AVGO hits $420 by Dec 18: the long stock returns +$4,419 (11.8%) on $37,581 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if AVGO hits $420 by Dec 18
+$4,419
+11.8% on $37,581 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$37,581
If stock โ $0
Break-even
$375.81
+0.0% from spot
Prob. of Target Hit
54%
IV-implied, 72d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| AVGO Price | Today | Nov 6 | Dec 6 (exp) |
|---|---|---|---|
| $301 (-20%) | -$7,516 | -$7,516 | -$7,516 |
| $319 (-15%) | -$5,637 | -$5,637 | -$5,637 |
| $338 (-10%) | -$3,758 | -$3,758 | -$3,758 |
| $357 (-5%) | -$1,879 | -$1,879 | -$1,879 |
| $368 (-2%) | -$752 | -$752 | -$752 |
| $376 (0%) โ spot | +$0 | +$0 | +$0 |
| $383 (+2%) | +$752 | +$752 | +$752 |
| $395 (+5%) | +$1,879 | +$1,879 | +$1,879 |
| $413 (+10%) | +$3,758 | +$3,758 | +$3,758 |
| $420 (+12%) โ target | +$4,419 | +$4,419 | +$4,419 |
| $432 (+15%) | +$5,637 | +$5,637 | +$5,637 |
| $451 (+20%) | +$7,516 | +$7,516 | +$7,516 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.