Target Price Playground
ASML
$1,478.28
๐ข
ASML IV: 47.7% โ LOW
(-33.3% vs 30d avg of 71.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1600 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
@ $1478.28 ยท ฮ 1.00
SHORT CALL ยท $1600 ยท Jun '26
Qty 1 ยท Premium $81.5 ยท ฮ 0.41
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1600 by Jun 19: the covered call returns +$20,322 (14.5%) on $139,678 risked, vs +$12,172 (8.2%) for 100 shares on $147,828. Options give 1.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ASML is at $1600. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1600 by Jun 19
+$20,322
+14.5% on $139,678 risked
Max Profit
+$20,322
If the stock โฅ $1600 at expiry
Max Loss
โ$139,678
If stock โ $0 (minus premium received)
Break-even
$1396.78
-5.51% from spot
Prob. of Target Hit
69%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
59.12 / 93.61 / -265.79
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 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $1183 (-20%) | -$22,365 | -$21,772 | -$21,450 | -$21,416 |
| $1257 (-15%) | -$15,854 | -$14,881 | -$14,172 | -$14,024 |
| $1330 (-10%) | -$9,837 | -$8,422 | -$7,130 | -$6,633 |
| $1404 (-5%) | -$4,417 | -$2,562 | -$566 | +$759 |
| $1449 (-2%) | -$1,483 | +$605 | +$3,017 | +$5,193 |
| $1478 (0%) โ spot | +$336 | +$2,558 | +$5,219 | +$8,150 |
| $1508 (+2%) | +$2,043 | +$4,379 | +$7,256 | +$11,107 |
| $1552 (+5%) | +$4,394 | +$6,860 | +$9,976 | +$15,541 |
| $1600 (+8%) โ target | +$6,653 | +$9,198 | +$12,447 | +$20,322 |
| $1626 (+10%) | +$7,769 | +$10,333 | +$13,595 | +$20,322 |
| $1700 (+15%) | +$10,508 | +$13,029 | +$16,135 | +$20,322 |
| $1774 (+20%) | +$12,680 | +$15,046 | +$17,781 | +$20,322 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.