Target Price Playground
ASML
$1,478.28
๐ข
ASML IV: 47.3% โ LOW
(-33.9% 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 $1300 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $1480 ยท Jun '26
Qty 1 ยท Premium $116.9 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1300 by Jun 19: the long put returns +$6,310 (54.0%) on $11,690 risked, vs $-17,828 (-12.1%) for 100 shares on $147,828. Options give 4.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ASML is at $1300. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1300 by Jun 19
+$6,310
+54.0% on $11,690 risked
Max Profit
+$136,310
If stock โ $0
Max Loss
โ$11,690
Premium paid
Break-even
$1363.10
-7.79% from spot
Prob. of Target Hit
56%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-44.37 / -86.19 / 252.91
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%) | +$18,849 | +$18,229 | +$17,831 | +$18,048 |
| $1257 (-15%) | +$13,023 | +$11,955 | +$10,919 | +$10,656 |
| $1300 (-12%) โ target | +$9,910 | +$8,588 | +$7,131 | +$6,310 |
| $1330 (-10%) | +$7,877 | +$6,393 | +$4,648 | +$3,265 |
| $1404 (-5%) | +$3,470 | +$1,676 | -$646 | -$4,127 |
| $1449 (-2%) | +$1,188 | -$722 | -$3,254 | -$8,561 |
| $1478 (0%) โ spot | -$187 | -$2,141 | -$4,744 | -$11,518 |
| $1508 (+2%) | -$1,448 | -$3,421 | -$6,038 | -$11,690 |
| $1552 (+5%) | -$3,134 | -$5,091 | -$7,633 | -$11,690 |
| $1626 (+10%) | -$5,445 | -$7,273 | -$9,488 | -$11,690 |
| $1700 (+15%) | -$7,210 | -$8,820 | -$10,576 | -$11,690 |
| $1774 (+20%) | -$8,527 | -$9,876 | -$11,163 | -$11,690 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.