Target Price Playground
WDC
$366.11
🟢
WDC IV: 62.7% — LOW
(-29.6% vs 30d avg of 89.1%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $410 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $365 · Dec '26
Qty 1 · Premium $34.75 · Δ 0.56
SHORT CALL · $395 · Dec '26
Qty 1 · Premium $22.77 · Δ 0.42
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If WDC hits $410 by Dec 18: the bull call spread returns +$1,802 (150.4%) on $1,198 risked, vs +$4,389 (12.0%) for 100 shares on $36,611. Options give 12.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if WDC is at $410. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if WDC hits $410 by Dec 18
+$1,802
+150.4% on $1,198 risked
Max Profit
+$1,802
If the stock ≥ $395 at expiry
Max Loss
−$1,198
Net debit
Break-even
$376.98
+2.97% from spot
Prob. of Target Hit
60%
IV-implied, 48d (rough)
Net Δ / Θ / V
13.74 / -0.71 / 0.36
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
| WDC Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $293 (-20%) | -$868 | -$982 | -$1,129 | -$1,198 |
| $311 (-15%) | -$694 | -$815 | -$1,014 | -$1,198 |
| $330 (-10%) | -$484 | -$591 | -$802 | -$1,198 |
| $348 (-5%) | -$249 | -$320 | -$483 | -$1,198 |
| $359 (-2%) | -$100 | -$142 | -$251 | -$1,198 |
| $366 (0%) ← spot | -$0 | -$20 | -$84 | -$1,087 |
| $373 (+2%) | +$101 | +$103 | +$87 | -$355 |
| $384 (+5%) | +$250 | +$286 | +$345 | +$744 |
| $403 (+10%) | +$491 | +$579 | +$749 | +$1,802 |
| $410 (+12%) ← target | +$582 | +$688 | +$894 | +$1,802 |
| $421 (+15%) | +$713 | +$843 | +$1,089 | +$1,802 |
| $439 (+20%) | +$912 | +$1,070 | +$1,348 | +$1,802 |
Uses WDC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.