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 $295 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $335 · Dec '26
Qty 1 · Premium $34.62 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If LRCX hits $295 by Dec 18: the long put returns +$538 (15.5%) on $3,462 risked, vs $-3,889 (-11.6%) for 100 shares on $33,389. Options give 1.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if LRCX is at $295. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if LRCX hits $295 by Dec 18
+$538
+15.5% on $3,462 risked
Max Profit
+$30,038
If stock → $0
Max Loss
−$3,462
Premium paid
Break-even
$300.38
-10.04% from spot
Prob. of Target Hit
66%
IV-implied, 72d (rough)
Net Δ / Θ / V
-43.85 / -22.3 / 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%) | +$3,969 | +$3,665 | +$3,382 | +$3,327 |
| $284 (-15%) | +$2,778 | +$2,371 | +$1,918 | +$1,657 |
| $295 (-12%) ← target | +$2,054 | +$1,585 | +$1,021 | +$538 |
| $301 (-10%) | +$1,720 | +$1,225 | +$610 | -$12 |
| $317 (-5%) | +$795 | +$235 | -$500 | -$1,682 |
| $327 (-2%) | +$303 | -$282 | -$1,062 | -$2,683 |
| $334 (0%) ← spot | +$0 | -$596 | -$1,394 | -$3,351 |
| $341 (+2%) | -$283 | -$886 | -$1,691 | -$3,462 |
| $351 (+5%) | -$672 | -$1,277 | -$2,075 | -$3,462 |
| $367 (+10%) | -$1,233 | -$1,821 | -$2,567 | -$3,462 |
| $384 (+15%) | -$1,695 | -$2,248 | -$2,905 | -$3,462 |
| $401 (+20%) | -$2,071 | -$2,575 | -$3,128 | -$3,462 |
Uses LRCX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.