Structuring and ranking trades · Demo

MRVL to 500, but not through 200: sizing a two-sided view

Recorded in cvforge on June 2, 2026 by ConvexValue · Published July 25, 2026

An upside target with an explicit crash tolerance, which turns the problem from picking a direction into bounding the loss.

Exact prompt

I think $MRVL will go up to $500 within the next 6 months, but it can also crash. I am willing to risk a crash to $200, but not more. Find me the best trade for 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.

Fields used

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

How to read it

“I am willing to risk a crash to 200, but not more” is the operative clause. It converts a directional guess into a constrained problem, and constrained problems have better answers — structures that cap the loss at a level you chose rather than at zero.

Verify the cap yourself before trusting it. Where the maximum loss actually sits depends on the strikes and on the executable fill; cvforge only has Massive fair market value estimates and cannot supply that fill. Nothing here accounts for assignment risk or margin either.

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: options trade with defined risk limit. Related: mrvl upside trade with downside limit, risk tolerance driven option structure. Originally posted on X.