Target Price Playground
WDC
$746.23
๐ข
WDC IV: 90.1% โ LOW
(-22.7% vs 30d avg of 116.6%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $860 by Aug 21
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
64d from today
โ๏ธ Legs
LONG CALL ยท $750 ยท Aug '26
Qty 1 ยท Premium $127.5 ยท ฮ 0.59
LONG PUT ยท $750 ยท Aug '26
Qty 1 ยท Premium $125.16 ยท ฮ -0.4
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If WDC hits $860 by Aug 21: the long straddle returns $-14,266 (-56.5%) on $25,266 risked, vs +$11,377 (15.2%) for 100 shares on $74,623. Options give 3.7ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if WDC is at $860. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WDC hits $860 by Aug 21
$-14,266
-56.5% on $25,266 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$25,266
Both premiums paid
Break-even
$497.34
-33.35% from spot
Prob. of Target Hit
69%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
19.22 / -200.74 / 242.97
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 | Jul 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $597 (-20%) | -$1,671 | -$4,511 | -$7,694 | -$9,964 |
| $634 (-15%) | -$2,560 | -$5,819 | -$9,741 | -$13,696 |
| $672 (-10%) | -$3,004 | -$6,606 | -$11,148 | -$17,427 |
| $709 (-5%) | -$3,019 | -$6,876 | -$11,870 | -$21,158 |
| $731 (-2%) | -$2,830 | -$6,796 | -$11,972 | -$23,397 |
| $746 (0%) โ spot | -$2,625 | -$6,647 | -$11,904 | -$24,889 |
| $761 (+2%) | -$2,360 | -$6,423 | -$11,730 | -$24,151 |
| $784 (+5%) | -$1,851 | -$5,951 | -$11,280 | -$21,912 |
| $821 (+10%) | -$726 | -$4,826 | -$10,058 | -$18,181 |
| $860 (+15%) โ target | +$797 | -$3,230 | -$8,214 | -$14,266 |
| $895 (+20%) | +$2,451 | -$1,457 | -$6,122 | -$10,718 |
Uses WDC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.