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 $315 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $335 · Jan '27
Qty 1 · Premium $40.29 · Δ -0.43
SHORT PUT · $315 · Dec '26
Qty 1 · Premium $24.71 · Δ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If LRCX hits $315 by Dec 18: the diagonal put spread returns +$1,677 (107.7%) on $1,557 risked, vs $-1,889 (-5.7%) for 100 shares on $33,389. Options give 18.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if LRCX is at $315. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if LRCX hits $315 by Dec 18
+$1,677
+107.7% on $1,557 risked
Max Profit
+$1,633
If the stock price is favorable
Max Loss
−$1,398
Worst-case within chart range
Break-even
$350.16
+4.87% from spot
Prob. of Target Hit
83%
IV-implied, 72d (rough)
Net Δ / Θ / V
-7.56 / 2.86 / 13.57
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%) | +$356 | +$455 | +$582 | +$538 |
| $284 (-15%) | +$301 | +$418 | +$608 | +$780 |
| $301 (-10%) | +$221 | +$343 | +$565 | +$1,178 |
| $315 (-6%) ← target | +$133 | +$247 | +$465 | +$1,677 |
| $327 (-2%) | +$49 | +$148 | +$338 | +$994 |
| $334 (0%) ← spot | -$1 | +$88 | +$254 | +$666 |
| $341 (+2%) | -$52 | +$24 | +$163 | +$371 |
| $351 (+5%) | -$132 | -$76 | +$17 | -$16 |
| $367 (+10%) | -$269 | -$250 | -$240 | -$523 |
| $384 (+15%) | -$407 | -$425 | -$491 | -$884 |
| $401 (+20%) | -$542 | -$593 | -$719 | -$1,131 |
Uses LRCX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.