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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If WMT hits $120 by Nov 20: the long call returns +$543 (118.8%) on $457 risked, vs +$1,191 (11.0%) for 100 shares on $10,809. Options give 10.8ร 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
+$543
+118.8% on $457 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$457
Premium paid
Break-even
$114.57
+6.0% from spot
Prob. of Target Hit
38%
IV-implied, 65d (rough)
Net ฮ / ฮ / V
48.53 / -4.21 / 18.33
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%) | -$442 | -$453 | -$457 | -$457 |
| $92 (-15%) | -$408 | -$438 | -$455 | -$457 |
| $97 (-10%) | -$331 | -$389 | -$441 | -$457 |
| $103 (-5%) | -$188 | -$277 | -$380 | -$457 |
| $106 (-2%) | -$64 | -$166 | -$297 | -$457 |
| $108 (0%) โ spot | +$36 | -$72 | -$214 | -$457 |
| $110 (+2%) | +$150 | +$38 | -$109 | -$432 |
| $113 (+5%) | +$345 | +$234 | +$92 | -$108 |
| $119 (+10%) | +$730 | +$632 | +$520 | +$433 |
| $120 (+11%) โ target | +$816 | +$722 | +$617 | +$543 |
| $124 (+15%) | +$1,174 | +$1,095 | +$1,018 | +$973 |
| $130 (+20%) | +$1,659 | +$1,599 | +$1,547 | +$1,514 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.