Target Price Playground
WMT
$108.09
๐ข
WMT IV: 25.9% โ LOW
(-36.6% vs 30d avg of 40.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $120 by Nov 20
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
65d from today
โ๏ธ Legs
LONG CALL ยท $110 ยท Nov '26
Qty 1 ยท Premium $4.57 ยท ฮ 0.49
SHORT CALL ยท $115 ยท Nov '26
Qty 1 ยท Premium $2.75 ยท ฮ 0.34
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If WMT hits $120 by Nov 20: the bull call spread returns +$318 (174.7%) on $182 risked, vs +$1,191 (11.0%) for 100 shares on $10,809. Options give 15.9ร capital efficiency.
๐ Expiry
Options expire Nov 20, 2026 (65 days out). P&L shown is the value at expiry if WMT is at $120. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $120 by Nov 20
+$318
+174.7% on $182 risked
Max Profit
+$318
If the stock โฅ $115 at expiry
Max Loss
โ$182
Net debit
Break-even
$111.82
+3.45% from spot
Prob. of Target Hit
38%
IV-implied, 65d (rough)
Net ฮ / ฮ / V
14.64 / -0.43 / 1.69
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 | Oct 7 | Oct 29 | Nov 20 (exp) |
|---|---|---|---|---|
| $86 (-20%) | -$173 | -$179 | -$182 | -$182 |
| $92 (-15%) | -$155 | -$169 | -$180 | -$182 |
| $97 (-10%) | -$120 | -$142 | -$170 | -$182 |
| $103 (-5%) | -$65 | -$87 | -$127 | -$182 |
| $106 (-2%) | -$25 | -$42 | -$78 | -$182 |
| $108 (0%) โ spot | +$5 | -$7 | -$35 | -$182 |
| $110 (+2%) | +$35 | +$29 | +$14 | -$157 |
| $113 (+5%) | +$80 | +$84 | +$91 | +$167 |
| $119 (+10%) | +$151 | +$168 | +$203 | +$318 |
| $120 (+11%) โ target | +$163 | +$183 | +$221 | +$318 |
| $124 (+15%) | +$208 | +$232 | +$272 | +$318 |
| $130 (+20%) | +$250 | +$273 | +$303 | +$318 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.