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 $430 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $375 · Dec '26
Qty 1 · Premium $30.79 · Δ 0.56
LONG PUT · $375 · Dec '26
Qty 1 · Premium $26.66 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If AVGO hits $430 by Dec 18: the long straddle returns $-245 (-4.3%) on $5,745 risked, vs +$5,419 (14.4%) for 100 shares on $37,581. Options give 0.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AVGO is at $430. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AVGO hits $430 by Dec 18
$-245
-4.3% on $5,745 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$5,745
Both premiums paid
Break-even
$432.45
+15.07% from spot
Prob. of Target Hit
45%
IV-implied, 72d (rough)
Net Δ / Θ / V
12.21 / -39.5 / 131.61
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%) | +$2,238 | +$1,883 | +$1,649 | +$1,690 |
| $319 (-15%) | +$1,110 | +$524 | -$28 | -$189 |
| $338 (-10%) | +$340 | -$464 | -$1,387 | -$2,068 |
| $357 (-5%) | -$32 | -$999 | -$2,229 | -$3,947 |
| $368 (-2%) | -$61 | -$1,086 | -$2,424 | -$5,074 |
| $376 (0%) ← spot | -$0 | -$1,046 | -$2,417 | -$5,664 |
| $383 (+2%) | +$122 | -$931 | -$2,303 | -$4,912 |
| $395 (+5%) | +$415 | -$625 | -$1,945 | -$3,785 |
| $413 (+10%) | +$1,170 | +$207 | -$923 | -$1,906 |
| $430 (+14%) ← target | +$2,078 | +$1,221 | +$310 | -$245 |
| $451 (+20%) | +$3,484 | +$2,780 | +$2,136 | +$1,852 |
Uses AVGO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.