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 $125 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
Bet on big move in either direction. Two premiums 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
LONG PUT ยท $110 ยท Nov '26
Qty 1 ยท Premium $5.69 ยท ฮ -0.52
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If WMT hits $125 by Nov 20: the long straddle returns +$474 (46.2%) on $1,026 risked, vs +$1,691 (15.6%) for 100 shares on $10,809. Options give 3.0ร capital efficiency.
๐ Expiry
Options expire Nov 20, 2026 (65 days out). P&L shown is the value at expiry if WMT is at $125. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $125 by Nov 20
+$474
+46.2% on $1,026 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,026
Both premiums paid
Break-even
$99.74
-7.73% from spot
Prob. of Target Hit
21%
IV-implied, 65d (rough)
Net ฮ / ฮ / V
-3.52 / -7.62 / 36.66
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%) | +$1,269 | +$1,275 | +$1,297 | +$1,327 |
| $92 (-15%) | +$796 | +$765 | +$760 | +$786 |
| $97 (-10%) | +$410 | +$322 | +$247 | +$246 |
| $103 (-5%) | +$154 | +$6 | -$171 | -$295 |
| $106 (-2%) | +$79 | -$97 | -$328 | -$619 |
| $108 (0%) โ spot | +$63 | -$125 | -$379 | -$835 |
| $110 (+2%) | +$74 | -$120 | -$385 | -$1,001 |
| $113 (+5%) | +$141 | -$52 | -$308 | -$677 |
| $119 (+10%) | +$370 | +$203 | +$7 | -$136 |
| $125 (+16%) โ target | +$769 | +$645 | +$529 | +$474 |
| $130 (+20%) | +$1,147 | +$1,055 | +$981 | +$945 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.