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 $95 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
65d from today
โ๏ธ Legs
LONG PUT ยท $110 ยท Nov '26
Qty 1 ยท Premium $5.69 ยท ฮ -0.52
SHORT PUT ยท $99 ยท Nov '26
Qty 1 ยท Premium $1.65 ยท ฮ -0.2
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If WMT hits $95 by Nov 20: the bear put spread returns +$696 (172.3%) on $404 risked, vs $-1,309 (-12.1%) for 100 shares on $10,809. Options give 14.2ร capital efficiency.
๐ Expiry
Options expire Nov 20, 2026 (65 days out). P&L shown is the value at expiry if WMT is at $95. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $95 by Nov 20
+$696
+172.3% on $404 risked
Max Profit
+$696
If the stock โค $99 at expiry
Max Loss
โ$404
Net debit
Break-even
$105.96
-1.97% from spot
Prob. of Target Hit
33%
IV-implied, 65d (rough)
Net ฮ / ฮ / V
-31.65 / -0.75 / 5.4
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%) | +$609 | +$647 | +$684 | +$696 |
| $92 (-15%) | +$512 | +$562 | +$635 | +$696 |
| $95 (-12%) โ target | +$435 | +$483 | +$566 | +$696 |
| $97 (-10%) | +$369 | +$411 | +$490 | +$696 |
| $103 (-5%) | +$198 | +$211 | +$238 | +$327 |
| $106 (-2%) | +$94 | +$86 | +$67 | +$3 |
| $108 (0%) โ spot | +$27 | +$6 | -$39 | -$213 |
| $110 (+2%) | -$36 | -$68 | -$132 | -$404 |
| $113 (+5%) | -$121 | -$163 | -$243 | -$404 |
| $119 (+10%) | -$232 | -$279 | -$349 | -$404 |
| $124 (+15%) | -$307 | -$346 | -$389 | -$404 |
| $130 (+20%) | -$353 | -$380 | -$401 | -$404 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.