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 $1620 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
59d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1476.5 ยท ฮ 1.00
LONG PUT ยท $1400 ยท Jun '26
Qty 1 ยท Premium $65.2 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1620 by Jun 19: the protective put returns +$7,830 (5.1%) on $154,170 risked, vs +$14,350 (9.7%) 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 $1620. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1620 by Jun 19
+$7,830
+5.1% on $154,170 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$14,170
Put floors you at $1400
Break-even
$1541.70
+4.42% from spot
Prob. of Target Hit
60%
IV-implied, 59d (rough)
Net ฮ / ฮ / V
65.38 / -77.67 / 225.38
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%) | -$12,774 | -$13,513 | -$14,172 | -$14,170 |
| $1255 (-15%) | -$10,811 | -$11,968 | -$13,339 | -$14,170 |
| $1329 (-10%) | -$8,007 | -$9,484 | -$11,481 | -$14,170 |
| $1403 (-5%) | -$4,329 | -$5,958 | -$8,244 | -$13,903 |
| $1447 (-2%) | -$1,717 | -$3,351 | -$5,609 | -$9,473 |
| $1477 (0%) โ spot | +$182 | -$1,423 | -$3,589 | -$6,520 |
| $1506 (+2%) | +$2,198 | +$646 | -$1,381 | -$3,567 |
| $1550 (+5%) | +$5,425 | +$3,986 | +$2,226 | +$863 |
| $1620 (+10%) โ target | +$10,929 | +$9,720 | +$8,432 | +$7,830 |
| $1698 (+15%) | +$17,587 | +$16,659 | +$15,844 | +$15,627 |
| $1772 (+20%) | +$24,252 | +$23,570 | +$23,086 | +$23,010 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.