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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $365 · Dec '26
Qty 1 · Premium $34.75 · Δ 0.56
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If WDC hits $410 by Dec 18: the long call returns +$1,025 (29.5%) on $3,475 risked, vs +$4,389 (12.0%) for 100 shares on $36,611. Options give 2.5× 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
+$1,025
+29.5% on $3,475 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,475
Premium paid
Break-even
$399.75
+9.19% from spot
Prob. of Target Hit
60%
IV-implied, 48d (rough)
Net Δ / Θ / V
56.09 / -36.4 / 52.35
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%) | -$2,783 | -$3,107 | -$3,388 | -$3,475 |
| $311 (-15%) | -$2,334 | -$2,770 | -$3,225 | -$3,475 |
| $330 (-10%) | -$1,724 | -$2,258 | -$2,890 | -$3,475 |
| $348 (-5%) | -$946 | -$1,550 | -$2,316 | -$3,475 |
| $359 (-2%) | -$398 | -$1,028 | -$1,839 | -$3,475 |
| $366 (0%) ← spot | -$0 | -$639 | -$1,465 | -$3,364 |
| $373 (+2%) | +$423 | -$220 | -$1,047 | -$2,632 |
| $384 (+5%) | +$1,104 | +$466 | -$341 | -$1,533 |
| $403 (+10%) | +$2,349 | +$1,742 | +$1,016 | +$297 |
| $410 (+12%) ← target | +$2,880 | +$2,292 | +$1,609 | +$1,025 |
| $421 (+15%) | +$3,719 | +$3,164 | +$2,554 | +$2,128 |
| $439 (+20%) | +$5,191 | +$4,701 | +$4,213 | +$3,958 |
Uses WDC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.