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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $335 · Dec '26
Qty 1 · Premium $36.48 · Δ 0.56
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If LRCX hits $375 by Dec 18: the long call returns +$352 (9.7%) on $3,648 risked, vs +$4,111 (12.3%) for 100 shares on $33,389. Options give 0.8× 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
+$352
+9.7% on $3,648 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,648
Premium paid
Break-even
$371.48
+11.26% from spot
Prob. of Target Hit
65%
IV-implied, 72d (rough)
Net Δ / Θ / V
56.15 / -26.39 / 58.46
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%) | -$2,710 | -$3,112 | -$3,494 | -$3,648 |
| $284 (-15%) | -$2,231 | -$2,736 | -$3,288 | -$3,648 |
| $301 (-10%) | -$1,620 | -$2,214 | -$2,927 | -$3,648 |
| $317 (-5%) | -$875 | -$1,533 | -$2,367 | -$3,648 |
| $327 (-2%) | -$366 | -$1,049 | -$1,928 | -$3,648 |
| $334 (0%) ← spot | -$0 | -$695 | -$1,592 | -$3,648 |
| $341 (+2%) | +$384 | -$317 | -$1,221 | -$3,091 |
| $351 (+5%) | +$996 | +$293 | -$604 | -$2,090 |
| $367 (+10%) | +$2,105 | +$1,418 | +$574 | -$420 |
| $375 (+12%) ← target | +$2,652 | +$1,979 | +$1,173 | +$352 |
| $384 (+15%) | +$3,312 | +$2,661 | +$1,905 | +$1,249 |
| $401 (+20%) | +$4,606 | +$4,003 | +$3,352 | +$2,919 |
Uses LRCX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.