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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If WMT hits $110 by Jun 19: the long put returns +$985 (191.3%) on $515 risked, vs $-1,677 (-13.2%) for 100 shares on $12,677. Options give 14.5ร 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
+$985
+191.3% on $515 risked
Max Profit
+$11,985
If stock โ $0
Max Loss
โ$515
Premium paid
Break-even
$119.85
-5.46% from spot
Prob. of Target Hit
29%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-41.52 / -4.26 / 21.11
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%) | +$1,772 | +$1,784 | +$1,808 | +$1,843 |
| $108 (-15%) | +$1,201 | +$1,184 | +$1,182 | +$1,210 |
| $110 (-13%) โ target | +$1,013 | +$983 | +$965 | +$985 |
| $114 (-10%) | +$696 | +$643 | +$588 | +$576 |
| $120 (-5%) | +$285 | +$201 | +$91 | -$58 |
| $124 (-2%) | +$88 | -$5 | -$132 | -$438 |
| $127 (0%) โ spot | -$23 | -$118 | -$246 | -$515 |
| $129 (+2%) | -$118 | -$211 | -$333 | -$515 |
| $133 (+5%) | -$233 | -$318 | -$421 | -$515 |
| $139 (+10%) | -$364 | -$428 | -$489 | -$515 |
| $146 (+15%) | -$439 | -$480 | -$509 | -$515 |
| $152 (+20%) | -$479 | -$502 | -$514 | -$515 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.