Target Price Playground
WFC
$85.40
๐ข
WFC IV: 32.0% โ LOW
(-40.4% vs 30d avg of 53.6%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $94 by Jun 19
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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $85.4 ยท ฮ 1.00
LONG PUT ยท $81 ยท Jun '26
Qty 1 ยท Premium $2.49 ยท ฮ -0.31
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If WFC hits $94 by Jun 19: the protective put returns +$611 (6.9%) on $8,789 risked, vs +$860 (10.1%) for 100 shares on $8,540. Options give 0.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if WFC is at $94. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WFC hits $94 by Jun 19
+$611
+6.9% on $8,789 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$689
Put floors you at $81
Break-even
$87.89
+2.92% from spot
Prob. of Target Hit
47%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
69.48 / -2.75 / 12.82
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
| WFC Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $68 (-20%) | -$694 | -$706 | -$708 | -$689 |
| $73 (-15%) | -$612 | -$649 | -$684 | -$689 |
| $77 (-10%) | -$472 | -$531 | -$605 | -$689 |
| $81 (-5%) | -$267 | -$337 | -$431 | -$676 |
| $84 (-2%) | -$114 | -$183 | -$274 | -$420 |
| $85 (0%) โ spot | +$0 | -$66 | -$150 | -$249 |
| $87 (+2%) | +$123 | +$61 | -$13 | -$78 |
| $90 (+5%) | +$322 | +$268 | +$211 | +$178 |
| $94 (+10%) โ target | +$689 | +$651 | +$620 | +$611 |
| $98 (+15%) | +$1,073 | +$1,049 | +$1,034 | +$1,032 |
| $102 (+20%) | +$1,479 | +$1,465 | +$1,459 | +$1,459 |
Uses WFC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.