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 $320 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $365 · Dec '26
Qty 1 · Premium $31.49 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If WDC hits $320 by Dec 18: the long put returns +$1,351 (42.9%) on $3,149 risked, vs $-4,611 (-12.6%) for 100 shares on $36,611. Options give 3.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if WDC is at $320. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if WDC hits $320 by Dec 18
+$1,351
+42.9% on $3,149 risked
Max Profit
+$33,351
If stock → $0
Max Loss
−$3,149
Premium paid
Break-even
$333.51
-8.9% from spot
Prob. of Target Hit
58%
IV-implied, 48d (rough)
Net Δ / Θ / V
-43.91 / -31.92 / 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%) | +$4,539 | +$4,287 | +$4,077 | +$4,062 |
| $311 (-15%) | +$3,158 | +$2,794 | +$2,410 | +$2,232 |
| $320 (-13%) ← target | +$2,549 | +$2,135 | +$1,665 | +$1,351 |
| $330 (-10%) | +$1,937 | +$1,474 | +$914 | +$401 |
| $348 (-5%) | +$885 | +$352 | -$342 | -$1,429 |
| $359 (-2%) | +$334 | -$224 | -$964 | -$2,528 |
| $366 (0%) ← spot | -$0 | -$568 | -$1,322 | -$3,149 |
| $373 (+2%) | -$309 | -$881 | -$1,636 | -$3,149 |
| $384 (+5%) | -$728 | -$1,294 | -$2,029 | -$3,149 |
| $403 (+10%) | -$1,312 | -$1,848 | -$2,502 | -$3,149 |
| $421 (+15%) | -$1,774 | -$2,257 | -$2,795 | -$3,149 |
| $439 (+20%) | -$2,131 | -$2,550 | -$2,966 | -$3,149 |
Uses WDC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.