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 $130 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG CALL ยท $115 ยท Sep '26
Qty 1 ยท Premium $5.19 ยท ฮ 0.51
LONG PUT ยท $115 ยท Sep '26
Qty 1 ยท Premium $5.73 ยท ฮ -0.5
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If WMT hits $130 by Sep 18: the long straddle returns +$408 (37.4%) on $1,092 risked, vs +$1,610 (14.1%) for 100 shares on $11,390. Options give 2.7ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if WMT is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $130 by Sep 18
+$408
+37.4% on $1,092 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,092
Both premiums paid
Break-even
$104.08
-8.62% from spot
Prob. of Target Hit
27%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
0.99 / -7.82 / 39.5
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%) | +$1,242 | +$1,243 | +$1,264 | +$1,296 |
| $97 (-15%) | +$759 | +$716 | +$701 | +$727 |
| $103 (-10%) | +$374 | +$268 | +$171 | +$157 |
| $108 (-5%) | +$136 | -$32 | -$239 | -$412 |
| $112 (-2%) | +$75 | -$119 | -$377 | -$754 |
| $114 (0%) โ spot | +$71 | -$133 | -$411 | -$982 |
| $116 (+2%) | +$95 | -$114 | -$396 | -$974 |
| $120 (+5%) | +$181 | -$22 | -$289 | -$632 |
| $125 (+10%) | +$444 | +$270 | +$72 | -$63 |
| $130 (+14%) โ target | +$752 | +$611 | +$475 | +$408 |
| $137 (+20%) | +$1,285 | +$1,190 | +$1,114 | +$1,076 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.