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 $1700 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
59d from today
โ๏ธ Legs
LONG CALL ยท $1480 ยท Jun '26
Qty 1 ยท Premium $103.9 ยท ฮ 0.53
LONG PUT ยท $1480 ยท Jun '26
Qty 1 ยท Premium $101.4 ยท ฮ -0.47
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1700 by Jun 19: the long straddle returns +$1,470 (7.2%) on $20,530 risked, vs +$22,350 (15.1%) for 100 shares on $147,650. Options give 0.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (59 days out). P&L shown is the value at expiry if ASML is at $1700. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1700 by Jun 19
+$1,470
+7.2% on $20,530 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$20,530
Both premiums paid
Break-even
$1274.70
-13.67% from spot
Prob. of Target Hit
41%
IV-implied, 59d (rough)
Net ฮ / ฮ / V
6.22 / -175.47 / 467.2
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%) | +$11,037 | +$9,896 | +$9,173 | +$9,350 |
| $1255 (-15%) | +$6,268 | +$4,287 | +$2,415 | +$1,968 |
| $1329 (-10%) | +$2,896 | +$84 | -$3,221 | -$5,415 |
| $1403 (-5%) | +$1,120 | -$2,332 | -$6,890 | -$12,797 |
| $1447 (-2%) | +$852 | -$2,837 | -$7,863 | -$17,227 |
| $1477 (0%) โ spot | +$1,002 | -$2,776 | -$7,957 | -$20,180 |
| $1506 (+2%) | +$1,406 | -$2,405 | -$7,611 | -$17,927 |
| $1550 (+5%) | +$2,469 | -$1,294 | -$6,316 | -$13,497 |
| $1624 (+10%) | +$5,353 | +$1,882 | -$2,392 | -$6,115 |
| $1700 (+15%) โ target | +$9,552 | +$6,563 | +$3,306 | +$1,470 |
| $1772 (+20%) | +$14,448 | +$11,977 | +$9,633 | +$8,650 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.