Target Price Playground
WMT
$113.90
๐ข
WMT IV: 27.7% โ LOW
(-39.6% vs 30d avg of 45.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $130 by Sep 18
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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG CALL ยท $115 ยท Sep '26
Qty 1 ยท Premium $5.19 ยท ฮ 0.51
SHORT CALL ยท $125 ยท Sep '26
Qty 1 ยท Premium $1.9 ยท ฮ 0.25
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If WMT hits $130 by Sep 18: the bull call spread returns +$671 (204.0%) on $329 risked, vs +$1,610 (14.1%) for 100 shares on $11,390. Options give 14.5ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if WMT is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $130 by Sep 18
+$671
+204.0% on $329 risked
Max Profit
+$671
If the stock โฅ $125 at expiry
Max Loss
โ$329
Net debit
Break-even
$118.29
+3.85% from spot
Prob. of Target Hit
27%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
26.01 / -0.97 / 5.62
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
| WMT Price | Today | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $91 (-20%) | -$312 | -$324 | -$329 | -$329 |
| $97 (-15%) | -$279 | -$306 | -$326 | -$329 |
| $103 (-10%) | -$216 | -$257 | -$307 | -$329 |
| $108 (-5%) | -$116 | -$160 | -$236 | -$329 |
| $112 (-2%) | -$41 | -$78 | -$151 | -$329 |
| $114 (0%) โ spot | +$14 | -$15 | -$76 | -$329 |
| $116 (+2%) | +$71 | +$53 | +$11 | -$211 |
| $120 (+5%) | +$158 | +$157 | +$154 | +$131 |
| $125 (+10%) | +$297 | +$324 | +$380 | +$671 |
| $130 (+14%) โ target | +$397 | +$439 | +$516 | +$671 |
| $137 (+20%) | +$506 | +$553 | +$621 | +$671 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.