Structuring and ranking trades · Demo

The most capital-efficient way to buy an AVGO dip

Recorded in cvforge on June 3, 2026 by ConvexValue · Published July 25, 2026

A view stated in plain English — AVGO fell below 420, I think it recovers to 500 by year end — turned into a comparison of long call, put spread and long stock.

Exact prompt

I want to buy-the-dip on $AVGO which just fell after earnings to below 420. I think it will recover to 500 by EOY. What is the most capital-efficient, and risk-reducing way of achieving this?

Data cadence

Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.

Plan requirements

Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.

What the agent built

  • long call
  • put spread
  • long stock

Fields used

fair_market_value, strike_price, expiration_date, contract_type, delta, implied_volatility, open_interest, day_volume

How to read it

No structure is named in the prompt. The view and the constraint are stated, and the build proposes the candidates — which is the inversion that matters: you describe the outcome you want and compare the ways to express it.

Compare the three on the axis you actually care about. Long stock has the least leverage and no expiry; the long call costs less and can expire worthless; the put spread pays if the stock merely stops falling. “Capital efficient” pulls toward the options, and the trade-off is that being right slowly stops counting as being right.

Change it

The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.

Limitations

  • Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
  • Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
  • Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
  • Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
  • Rankings are arithmetic on Massive fair market value estimates, not advice. FMV is not an executable price, and nothing here accounts for your account, margin, assignment risk or taxes.
  • Multi-leg structures are valued leg by leg using FMV estimates. cvforge has no option quote or last-trade data with which to model fills or transaction costs.

Related demos

Search focus: most capital efficient way to buy a dip. Related: avgo dip buying options, compare long call vs stock vs put spread. Originally posted on X.