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 $415 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 + buy put as insurance against downside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $375.81 · Δ 1.00
LONG PUT · $355 · Dec '26
Qty 1 · Premium $17.55 · Δ -0.33
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If AVGO hits $415 by Dec 18: the protective put returns +$2,164 (5.5%) on $39,336 risked, vs +$3,919 (10.4%) for 100 shares on $37,581. Options give 0.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AVGO is at $415. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AVGO hits $415 by Dec 18
+$2,164
+5.5% on $39,336 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$3,836
Put floors you at $355
Break-even
$393.36
+4.67% from spot
Prob. of Target Hit
59%
IV-implied, 72d (rough)
Net Δ / Θ / V
66.94 / -16.47 / 60.49
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%) | -$3,420 | -$3,635 | -$3,827 | -$3,836 |
| $319 (-15%) | -$2,879 | -$3,204 | -$3,581 | -$3,836 |
| $338 (-10%) | -$2,129 | -$2,535 | -$3,066 | -$3,836 |
| $357 (-5%) | -$1,165 | -$1,609 | -$2,206 | -$3,634 |
| $368 (-2%) | -$489 | -$933 | -$1,522 | -$2,507 |
| $376 (0%) ← spot | +$0 | -$437 | -$1,001 | -$1,755 |
| $383 (+2%) | +$517 | +$94 | -$435 | -$1,003 |
| $395 (+5%) | +$1,341 | +$947 | +$485 | +$124 |
| $415 (+10%) ← target | +$2,961 | +$2,636 | +$2,310 | +$2,164 |
| $432 (+15%) | +$4,430 | +$4,168 | +$3,945 | +$3,882 |
| $451 (+20%) | +$6,118 | +$5,921 | +$5,784 | +$5,761 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.