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 $145 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $125 ยท Jun '26
Qty 1 ยท Premium $7.3 ยท ฮ 0.59
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If WMT hits $145 by Jun 19: the long straddle returns +$755 (60.6%) on $1,245 risked, vs +$1,823 (14.4%) for 100 shares on $12,677. Options give 4.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if WMT is at $145. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $145 by Jun 19
+$755
+60.6% on $1,245 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,245
Both premiums paid
Break-even
$137.45
+8.42% from spot
Prob. of Target Hit
25%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
17.39 / -9.22 / 42.2
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%) | +$1,073 | +$1,064 | +$1,079 | +$1,113 |
| $108 (-15%) | +$564 | +$497 | +$459 | +$480 |
| $114 (-10%) | +$190 | +$48 | -$94 | -$154 |
| $120 (-5%) | +$1 | -$202 | -$454 | -$788 |
| $124 (-2%) | -$13 | -$234 | -$520 | -$1,168 |
| $127 (0%) โ spot | +$19 | -$205 | -$494 | -$1,068 |
| $129 (+2%) | +$83 | -$137 | -$414 | -$814 |
| $133 (+5%) | +$233 | +$29 | -$210 | -$434 |
| $139 (+10%) | +$605 | +$444 | +$287 | +$200 |
| $145 (+14%) โ target | +$1,023 | +$903 | +$804 | +$755 |
| $152 (+20%) | +$1,641 | +$1,561 | +$1,504 | +$1,467 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.