Target Price Playground
ASML
$1,518.30
๐ข
ASML IV: 46.3% โ LOW
(-34.7% vs 30d avg of 70.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1640 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
65d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1518.3 ยท ฮ 1.00
SHORT CALL ยท $1640 ยท Jun '26
Qty 1 ยท Premium $70.58 ยท ฮ 0.39
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1640 by Jun 19: the covered call returns +$19,228 (13.3%) on $144,772 risked, vs +$12,170 (8.0%) for 100 shares on $151,830. Options give 1.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (65 days out). P&L shown is the value at expiry if ASML is at $1640. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1640 by Jun 19
+$19,228
+13.3% on $144,772 risked
Max Profit
+$19,228
If the stock โฅ $1640 at expiry
Max Loss
โ$144,772
If stock โ $0 (minus premium received)
Break-even
$1447.72
-4.65% from spot
Prob. of Target Hit
69%
IV-implied, 65d (rough)
Net ฮ / ฮ / V
61.34 / 91.38 / -231.17
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 6 | May 28 | Jun 19 (exp) |
|---|---|---|---|---|
| $1215 (-20%) | -$24,247 | -$23,665 | -$23,338 | -$23,308 |
| $1291 (-15%) | -$17,546 | -$16,584 | -$15,856 | -$15,717 |
| $1366 (-10%) | -$11,354 | -$9,949 | -$8,607 | -$8,125 |
| $1442 (-5%) | -$5,782 | -$3,936 | -$1,851 | -$534 |
| $1488 (-2%) | -$2,769 | -$689 | +$1,834 | +$4,021 |
| $1518 (0%) โ spot | -$903 | +$1,310 | +$4,096 | +$7,058 |
| $1549 (+2%) | +$846 | +$3,173 | +$6,184 | +$10,095 |
| $1594 (+5%) | +$3,251 | +$5,705 | +$8,965 | +$14,649 |
| $1640 (+8%) โ target | +$5,411 | +$7,938 | +$11,323 | +$19,228 |
| $1670 (+10%) | +$6,695 | +$9,240 | +$12,639 | +$19,228 |
| $1746 (+15%) | +$9,478 | +$11,972 | +$15,187 | +$19,228 |
| $1822 (+20%) | +$11,674 | +$14,005 | +$16,812 | +$19,228 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.