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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
65d from today
โ๏ธ Legs
LONG 100 SHARES
@ $108.09 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If WMT hits $120 by Nov 20: the long stock returns +$1,191 (11.0%) on $10,809 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Nov 20.
๐ Projected Return
P&L if WMT hits $120 by Nov 20
+$1,191
+11.0% on $10,809 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$10,809
If stock โ $0
Break-even
$108.09
+0.0% from spot
Prob. of Target Hit
38%
IV-implied, 65d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 16 | Nov 15 (exp) |
|---|---|---|---|
| $86 (-20%) | -$2,162 | -$2,162 | -$2,162 |
| $92 (-15%) | -$1,621 | -$1,621 | -$1,621 |
| $97 (-10%) | -$1,081 | -$1,081 | -$1,081 |
| $103 (-5%) | -$540 | -$540 | -$540 |
| $106 (-2%) | -$216 | -$216 | -$216 |
| $108 (0%) โ spot | +$0 | +$0 | +$0 |
| $110 (+2%) | +$216 | +$216 | +$216 |
| $113 (+5%) | +$540 | +$540 | +$540 |
| $119 (+10%) | +$1,081 | +$1,081 | +$1,081 |
| $120 (+11%) โ target | +$1,191 | +$1,191 | +$1,191 |
| $124 (+15%) | +$1,621 | +$1,621 | +$1,621 |
| $130 (+20%) | +$2,162 | +$2,162 | +$2,162 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.