Target Price Playground
ASML
$1,476.50
๐ข
ASML IV: 45.6% โ LOW
(-34.1% vs 30d avg of 69.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1590 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
59d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1476.5 ยท ฮ 1.00
SHORT CALL ยท $1590 ยท Jun '26
Qty 1 ยท Premium $67.92 ยท ฮ 0.39
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1590 by Jun 19: the covered call returns +$18,142 (12.9%) on $140,858 risked, vs +$11,350 (7.7%) for 100 shares on $147,650. Options give 1.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (59 days out). P&L shown is the value at expiry if ASML is at $1590. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1590 by Jun 19
+$18,142
+12.9% on $140,858 risked
Max Profit
+$18,142
If the stock โฅ $1590 at expiry
Max Loss
โ$140,858
If stock โ $0 (minus premium received)
Break-even
$1408.58
-4.6% from spot
Prob. of Target Hit
68%
IV-implied, 59d (rough)
Net ฮ / ฮ / V
60.74 / 94.53 / -228.2
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
| ASML Price | Today | May 10 | May 30 | Jun 19 (exp) |
|---|---|---|---|---|
| $1181 (-20%) | -$23,345 | -$22,946 | -$22,751 | -$22,738 |
| $1255 (-15%) | -$16,657 | -$15,932 | -$15,431 | -$15,356 |
| $1329 (-10%) | -$10,451 | -$9,316 | -$8,287 | -$7,973 |
| $1403 (-5%) | -$4,865 | -$3,303 | -$1,578 | -$591 |
| $1447 (-2%) | -$1,855 | -$63 | +$2,092 | +$3,839 |
| $1477 (0%) โ spot | +$0 | +$1,925 | +$4,340 | +$6,792 |
| $1506 (+2%) | +$1,732 | +$3,768 | +$6,406 | +$9,745 |
| $1550 (+5%) | +$4,097 | +$6,255 | +$9,134 | +$14,175 |
| $1590 (+8%) โ target | +$5,981 | +$8,199 | +$11,182 | +$18,142 |
| $1624 (+10%) | +$7,432 | +$9,665 | +$12,651 | +$18,142 |
| $1698 (+15%) | +$10,062 | +$12,220 | +$14,977 | +$18,142 |
| $1772 (+20%) | +$12,075 | +$14,046 | +$16,362 | +$18,142 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.