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 $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
67d from today
โ๏ธ Legs
LONG CALL ยท $1480 ยท Jun '26
Qty 1 ยท Premium $134.36 ยท ฮ 0.56
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1700 by Jun 19: the long straddle returns $-3,126 (-12.4%) on $25,126 risked, vs +$22,172 (15.0%) for 100 shares on $147,828. Options give 0.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ASML is at $1700. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1700 by Jun 19
$-3,126
-12.4% on $25,126 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$25,126
Both premiums paid
Break-even
$1228.74
-16.88% from spot
Prob. of Target Hit
46%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.54 / -184.1 / 505.69
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%) | +$7,430 | +$5,793 | +$4,596 | +$4,612 |
| $1257 (-15%) | +$3,172 | +$637 | -$1,834 | -$2,780 |
| $1330 (-10%) | +$271 | -$3,097 | -$6,986 | -$10,171 |
| $1404 (-5%) | -$1,151 | -$5,139 | -$10,182 | -$17,563 |
| $1449 (-2%) | -$1,281 | -$5,500 | -$10,963 | -$21,997 |
| $1478 (0%) โ spot | -$1,074 | -$5,382 | -$10,987 | -$24,954 |
| $1508 (+2%) | -$639 | -$4,985 | -$10,619 | -$22,341 |
| $1552 (+5%) | +$422 | -$3,891 | -$9,374 | -$17,907 |
| $1626 (+10%) | +$3,193 | -$861 | -$5,692 | -$10,515 |
| $1700 (+15%) โ target | +$7,053 | +$3,434 | -$479 | -$3,126 |
| $1774 (+20%) | +$11,811 | +$8,714 | +$5,742 | +$4,268 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.