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 $135 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $126.77 ยท ฮ 1.00
SHORT CALL ยท $135 ยท Jun '26
Qty 1 ยท Premium $2.89 ยท ฮ 0.33
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If WMT hits $135 by Jun 19: the covered call returns +$1,112 (9.0%) on $12,388 risked, vs +$823 (6.5%) for 100 shares on $12,677. Options give 1.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if WMT is at $135. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if WMT hits $135 by Jun 19
+$1,112
+9.0% on $12,388 risked
Max Profit
+$1,112
If the stock โฅ $135 at expiry
Max Loss
โ$12,388
If stock โ $0 (minus premium received)
Break-even
$123.88
-2.28% from spot
Prob. of Target Hit
60%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
67.16 / 4.2 / -19.76
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%) | -$2,252 | -$2,247 | -$2,246 | -$2,246 |
| $108 (-15%) | -$1,637 | -$1,620 | -$1,613 | -$1,613 |
| $114 (-10%) | -$1,051 | -$1,009 | -$983 | -$979 |
| $120 (-5%) | -$518 | -$440 | -$371 | -$345 |
| $124 (-2%) | -$235 | -$135 | -$30 | +$35 |
| $127 (0%) โ spot | -$63 | +$51 | +$179 | +$289 |
| $129 (+2%) | +$94 | +$218 | +$368 | +$543 |
| $133 (+5%) | +$299 | +$434 | +$604 | +$923 |
| $135 (+6%) โ target | +$388 | +$526 | +$700 | +$1,112 |
| $139 (+10%) | +$565 | +$702 | +$871 | +$1,112 |
| $146 (+15%) | +$746 | +$868 | +$1,003 | +$1,112 |
| $152 (+20%) | +$860 | +$960 | +$1,054 | +$1,112 |
Uses WMT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.