Target Price Playground
LRCX
$333.89
🟢
LRCX IV: 56.8% — LOW
(-27.7% vs 30d avg of 78.5%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $375 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $335 · Dec '26
Qty 1 · Premium $36.48 · Δ 0.56
SHORT CALL · $360 · Dec '26
Qty 1 · Premium $23.7 · Δ 0.44
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If LRCX hits $375 by Dec 18: the bull call spread returns +$1,222 (95.7%) on $1,278 risked, vs +$4,111 (12.3%) for 100 shares on $33,389. Options give 7.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if LRCX is at $375. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if LRCX hits $375 by Dec 18
+$1,222
+95.7% on $1,278 risked
Max Profit
+$1,222
If the stock ≥ $360 at expiry
Max Loss
−$1,278
Net debit
Break-even
$347.78
+4.16% from spot
Prob. of Target Hit
65%
IV-implied, 72d (rough)
Net Δ / Θ / V
12.12 / -2.19 / -2.6
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
| LRCX Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $267 (-20%) | -$930 | -$1,027 | -$1,176 | -$1,278 |
| $284 (-15%) | -$790 | -$884 | -$1,058 | -$1,278 |
| $301 (-10%) | -$631 | -$708 | -$874 | -$1,278 |
| $317 (-5%) | -$459 | -$507 | -$627 | -$1,278 |
| $327 (-2%) | -$353 | -$380 | -$457 | -$1,278 |
| $334 (0%) ← spot | -$282 | -$293 | -$337 | -$1,278 |
| $341 (+2%) | -$211 | -$206 | -$215 | -$721 |
| $351 (+5%) | -$105 | -$76 | -$32 | +$280 |
| $367 (+10%) | +$65 | +$133 | +$260 | +$1,222 |
| $375 (+12%) ← target | +$141 | +$224 | +$384 | +$1,222 |
| $384 (+15%) | +$225 | +$325 | +$516 | +$1,222 |
| $401 (+20%) | +$372 | +$497 | +$725 | +$1,222 |
Uses LRCX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.