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 $140 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
@ $126.77 ยท ฮ 1.00
LONG PUT ยท $120 ยท Jun '26
Qty 1 ยท Premium $3.2 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If WMT hits $140 by Jun 19: the protective put returns +$1,003 (7.7%) on $12,997 risked, vs +$1,323 (10.4%) for 100 shares on $12,677. 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 WMT is at $140. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $140 by Jun 19
+$1,003
+7.7% on $12,997 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$997
Put floors you at $120
Break-even
$129.97
+2.52% from spot
Prob. of Target Hit
40%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
70.21 / -4.04 / 17.94
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%) | -$1,032 | -$1,037 | -$1,028 | -$997 |
| $108 (-15%) | -$926 | -$967 | -$1,003 | -$997 |
| $114 (-10%) | -$730 | -$806 | -$899 | -$997 |
| $120 (-5%) | -$428 | -$519 | -$642 | -$954 |
| $124 (-2%) | -$196 | -$285 | -$402 | -$574 |
| $127 (0%) โ spot | -$21 | -$106 | -$210 | -$320 |
| $129 (+2%) | +$167 | +$90 | +$1 | -$66 |
| $133 (+5%) | +$471 | +$407 | +$343 | +$314 |
| $140 (+10%) โ target | +$1,075 | +$1,036 | +$1,008 | +$1,003 |
| $146 (+15%) | +$1,617 | +$1,595 | +$1,583 | +$1,582 |
| $152 (+20%) | +$2,230 | +$2,219 | +$2,215 | +$2,215 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.