Target Price Playground
WMT
$113.90
๐ข
WMT IV: 27.7% โ LOW
(-39.6% vs 30d avg of 45.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $110 by Sep 18
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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $115 ยท Oct '26
Qty 1 ยท Premium $6.5 ยท ฮ -0.49
SHORT PUT ยท $110 ยท Sep '26
Qty 1 ยท Premium $3.42 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If WMT hits $110 by Sep 18: the diagonal put spread returns +$288 (93.5%) on $308 risked, vs $-390 (-3.4%) for 100 shares on $11,390. Options give 27.5ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if WMT is at $110. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $110 by Sep 18
+$288
+93.5% on $308 risked
Max Profit
+$277
If the stock price is favorable
Max Loss
โ$308
Worst-case within chart range
Break-even
$114.86
+0.84% from spot
Prob. of Target Hit
79%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-13.79 / 0.71 / 4.24
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 | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $91 (-20%) | +$153 | +$159 | +$158 | +$153 |
| $97 (-15%) | +$144 | +$159 | +$171 | +$159 |
| $103 (-10%) | +$118 | +$142 | +$177 | +$188 |
| $108 (-5%) | +$72 | +$97 | +$143 | +$283 |
| $110 (-3%) โ target | +$53 | +$76 | +$120 | +$335 |
| $112 (-2%) | +$36 | +$56 | +$94 | +$231 |
| $114 (0%) โ spot | +$9 | +$24 | +$52 | +$102 |
| $116 (+2%) | -$19 | -$9 | +$6 | -$4 |
| $120 (+5%) | -$61 | -$61 | -$66 | -$124 |
| $125 (+10%) | -$129 | -$142 | -$170 | -$239 |
| $131 (+15%) | -$186 | -$205 | -$239 | -$286 |
| $137 (+20%) | -$229 | -$250 | -$277 | -$302 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.