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 $1630 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
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1478.28 ยท ฮ 1.00
LONG PUT ยท $1400 ยท Jun '26
Qty 1 ยท Premium $82.3 ยท ฮ -0.34
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1630 by Jun 19: the protective put returns +$6,942 (4.4%) on $156,058 risked, vs +$15,172 (10.3%) for 100 shares on $147,828. Options give 0.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ASML is at $1630. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1630 by Jun 19
+$6,942
+4.4% on $156,058 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$16,058
Put floors you at $1400
Break-even
$1560.58
+5.57% from spot
Prob. of Target Hit
62%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
65.73 / -81.01 / 244.18
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%) | -$13,970 | -$14,944 | -$15,867 | -$16,058 |
| $1257 (-15%) | -$11,765 | -$13,159 | -$14,791 | -$16,058 |
| $1330 (-10%) | -$8,780 | -$10,485 | -$12,693 | -$16,058 |
| $1404 (-5%) | -$5,004 | -$6,859 | -$9,328 | -$15,621 |
| $1449 (-2%) | -$2,377 | -$4,242 | -$6,692 | -$11,187 |
| $1478 (0%) โ spot | -$484 | -$2,325 | -$4,698 | -$8,230 |
| $1508 (+2%) | +$1,515 | -$280 | -$2,533 | -$5,273 |
| $1552 (+5%) | +$4,697 | +$3,003 | +$989 | -$839 |
| $1630 (+10%) โ target | +$10,749 | +$9,301 | +$7,782 | +$6,942 |
| $1700 (+15%) | +$16,618 | +$15,421 | +$14,333 | +$13,944 |
| $1774 (+20%) | +$23,149 | +$22,213 | +$21,498 | +$21,336 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.