AVGO
SemiconductorsYour view vs the market, where the edge lives
⚠ Raw density dipped to -1.38e-3 (clipped to zero).
Hover to read the market's odds vs your odds at any price. Green = you assign more probability than the market is pricing; red = less. The implied curve is risk-neutral (Q), not real-world odds, see the VRP panel.
Price · with expected-move band
Volatility · IV vs Realized
?Implied > realized: options are pricing more vol than the stock has been delivering. The market is paying you to be short vol, but it's a premium for bearing risk, not free money.
Fundamentals
CIK 0001730168Save your scenarios as named models, then reload them here or stack them in the Arena.
Your view · distribution studio
Lower = tighter, more confident scenarios. Higher = wider error bars.
Edge · expected value
?Market's expected price is $343.72 (the risk-neutral forward). Your view implies $343.72 - +0.0% edge.
| Structure | Cost | EV | Edge | POP |
|---|---|---|---|---|
| Long stock | $342.70 | $343.72 | +0.0% | 49% |
| Long 30D 345 call (ATM) | $16.99 | $16.18 | -4.8% | 34% |
| Long 30D 360 call (OTM) | $10.72 | $9.84 | -8.2% | 28% |
| Long 30D 345 put (ATM) | $18.27 | $17.46 | -4.5% | 36% |
No positive-edge defined-risk structure under your current view.
The Street · analyst models
AI analyst · anchored scenario tree
Anchored to impliedThe model is handed the options-implied (risk-neutral) probabilities as a base rate and must anchor to them. We never surface a bare model probability, production LLMs are systematically overconfident, so we correct for it by construction.