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 $120 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $125 ยท Jul '26
Qty 1 ยท Premium $6.15 ยท ฮ -0.42
SHORT PUT ยท $120 ยท Jun '26
Qty 1 ยท Premium $3.2 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If WMT hits $120 by Jun 19: the diagonal put spread returns +$355 (120.3%) on $295 risked, vs $-677 (-5.3%) for 100 shares on $12,677. Options give 22.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if WMT is at $120. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $120 by Jun 19
+$355
+120.3% on $295 risked
Max Profit
+$347
If the stock price is favorable
Max Loss
โ$295
Worst-case within chart range
Break-even
$126.62
-0.12% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-11.71 / 0.69 / 7.26
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%) | +$164 | +$172 | +$172 | +$163 |
| $108 (-15%) | +$153 | +$172 | +$189 | +$175 |
| $114 (-10%) | +$121 | +$148 | +$189 | +$229 |
| $120 (-5%) โ target | +$70 | +$95 | +$139 | +$368 |
| $124 (-2%) | +$25 | +$42 | +$70 | +$121 |
| $127 (0%) โ spot | -$4 | +$6 | +$21 | +$8 |
| $129 (+2%) | -$34 | -$31 | -$30 | -$82 |
| $133 (+5%) | -$79 | -$85 | -$103 | -$176 |
| $139 (+10%) | -$146 | -$163 | -$196 | -$256 |
| $146 (+15%) | -$199 | -$220 | -$251 | -$285 |
| $152 (+20%) | -$237 | -$256 | -$277 | -$293 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.