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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $113.9 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If WMT hits $130 by Sep 18: the long stock returns +$1,610 (14.1%) on $11,390 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if WMT hits $130 by Sep 18
+$1,610
+14.1% on $11,390 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$11,390
If stock โ $0
Break-even
$113.90
+0.0% from spot
Prob. of Target Hit
27%
IV-implied, 68d (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 | Aug 11 | Sep 10 (exp) |
|---|---|---|---|
| $91 (-20%) | -$2,278 | -$2,278 | -$2,278 |
| $97 (-15%) | -$1,709 | -$1,709 | -$1,709 |
| $103 (-10%) | -$1,139 | -$1,139 | -$1,139 |
| $108 (-5%) | -$570 | -$570 | -$570 |
| $112 (-2%) | -$228 | -$228 | -$228 |
| $114 (0%) โ spot | +$0 | +$0 | +$0 |
| $116 (+2%) | +$228 | +$228 | +$228 |
| $120 (+5%) | +$570 | +$570 | +$570 |
| $125 (+10%) | +$1,139 | +$1,139 | +$1,139 |
| $130 (+14%) โ target | +$1,610 | +$1,610 | +$1,610 |
| $137 (+20%) | +$2,278 | +$2,278 | +$2,278 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.