Target Price Playground
WMT
$126.77
๐ข
WMT IV: 29.1% โ LOW
(-34.9% vs 30d avg of 44.6%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $110 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $125 ยท Jun '26
Qty 1 ยท Premium $5.15 ยท ฮ -0.42
SHORT PUT ยท $115 ยท Jun '26
Qty 1 ยท Premium $2.0 ยท ฮ -0.2
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If WMT hits $110 by Jun 19: the bear put spread returns +$685 (217.5%) on $315 risked, vs $-1,677 (-13.2%) for 100 shares on $12,677. Options give 16.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 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 Jun 19
+$685
+217.5% on $315 risked
Max Profit
+$685
If the stock โค $115 at expiry
Max Loss
โ$315
Net debit
Break-even
$121.85
-3.88% from spot
Prob. of Target Hit
29%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-21.47 / -0.78 / 3.8
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 | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $101 (-20%) | +$584 | +$625 | +$668 | +$685 |
| $108 (-15%) | +$479 | +$527 | +$601 | +$685 |
| $110 (-13%) โ target | +$431 | +$476 | +$552 | +$685 |
| $114 (-10%) | +$332 | +$364 | +$425 | +$685 |
| $120 (-5%) | +$167 | +$166 | +$163 | +$142 |
| $124 (-2%) | +$72 | +$51 | +$8 | -$238 |
| $127 (0%) โ spot | +$13 | -$18 | -$80 | -$315 |
| $129 (+2%) | -$42 | -$80 | -$151 | -$315 |
| $133 (+5%) | -$112 | -$156 | -$228 | -$315 |
| $139 (+10%) | -$199 | -$240 | -$290 | -$315 |
| $146 (+15%) | -$254 | -$284 | -$310 | -$315 |
| $152 (+20%) | -$285 | -$303 | -$314 | -$315 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.