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 $385 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 · $335 · Dec '26
Qty 1 · Premium $36.48 · Δ 0.56
LONG PUT · $335 · Dec '26
Qty 1 · Premium $34.62 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If LRCX hits $385 by Dec 18: the long straddle returns $-2,110 (-29.7%) on $7,110 risked, vs +$5,111 (15.3%) for 100 shares on $33,389. Options give 1.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if LRCX is at $385. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if LRCX hits $385 by Dec 18
$-2,110
-29.7% on $7,110 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$7,110
Both premiums paid
Break-even
$263.90
-20.96% from spot
Prob. of Target Hit
57%
IV-implied, 72d (rough)
Net Δ / Θ / V
12.31 / -48.69 / 116.91
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%) | +$1,258 | +$553 | -$112 | -$321 |
| $284 (-15%) | +$548 | -$365 | -$1,371 | -$1,991 |
| $301 (-10%) | +$100 | -$989 | -$2,316 | -$3,660 |
| $317 (-5%) | -$80 | -$1,298 | -$2,868 | -$5,330 |
| $327 (-2%) | -$62 | -$1,331 | -$2,991 | -$6,331 |
| $334 (0%) ← spot | -$0 | -$1,291 | -$2,986 | -$6,999 |
| $341 (+2%) | +$102 | -$1,203 | -$2,912 | -$6,553 |
| $351 (+5%) | +$325 | -$983 | -$2,678 | -$5,552 |
| $367 (+10%) | +$872 | -$403 | -$1,993 | -$3,882 |
| $385 (+15%) ← target | +$1,670 | +$470 | -$931 | -$2,110 |
| $401 (+20%) | +$2,536 | +$1,428 | +$225 | -$543 |
Uses LRCX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.