Target Price Playground
WDC
$469.05
๐ข
WDC IV: 76.8% โ LOW
(-36.4% vs 30d avg of 120.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $540 by Oct 16
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG CALL ยท $470 ยท Oct '26
Qty 1 ยท Premium $54.02 ยท ฮ 0.56
LONG PUT ยท $470 ยท Oct '26
Qty 1 ยท Premium $53.55 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If WDC hits $540 by Oct 16: the long straddle returns $-3,757 (-34.9%) on $10,757 risked, vs +$7,095 (15.1%) for 100 shares on $46,905. Options give 2.3ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if WDC is at $540. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WDC hits $540 by Oct 16
$-3,757
-34.9% on $10,757 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$10,757
Both premiums paid
Break-even
$362.43
-22.73% from spot
Prob. of Target Hit
62%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
11.73 / -98.87 / 144.54
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| WDC Price | Today | Sep 8 | Sep 27 | Oct 16 (exp) |
|---|---|---|---|---|
| $375 (-20%) | +$1,930 | +$696 | -$644 | -$1,281 |
| $399 (-15%) | +$1,096 | -$406 | -$2,230 | -$3,626 |
| $422 (-10%) | +$599 | -$1,126 | -$3,379 | -$5,972 |
| $446 (-5%) | +$436 | -$1,450 | -$4,016 | -$8,317 |
| $460 (-2%) | +$494 | -$1,456 | -$4,139 | -$9,724 |
| $469 (0%) โ spot | +$595 | -$1,384 | -$4,113 | -$10,662 |
| $478 (+2%) | +$745 | -$1,253 | -$4,004 | -$9,914 |
| $493 (+5%) | +$1,056 | -$951 | -$3,690 | -$8,507 |
| $516 (+10%) | +$1,794 | -$182 | -$2,799 | -$6,161 |
| $540 (+15%) โ target | +$2,807 | +$913 | -$1,479 | -$3,757 |
| $563 (+20%) | +$3,984 | +$2,202 | +$80 | -$1,471 |
Uses WDC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.