Target Price Playground
ASML
$1,834.10
🟢
ASML IV: 43.6% — LOW
(-35.7% vs 30d avg of 67.8%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $2050 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $1830 · Dec '26
Qty 1 · Premium $164.61 · Δ 0.56
SHORT CALL · $1980 · Dec '26
Qty 1 · Premium $88.5 · Δ 0.38
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If ASML hits $2050 by Dec 18: the bull call spread returns +$7,389 (97.1%) on $7,611 risked, vs +$21,590 (11.8%) for 100 shares on $183,410. Options give 8.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ASML is at $2050. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ASML hits $2050 by Dec 18
+$7,389
+97.1% on $7,611 risked
Max Profit
+$7,389
If the stock ≥ $1980 at expiry
Max Loss
−$7,611
Net debit
Break-even
$1906.11
+3.93% from spot
Prob. of Target Hit
58%
IV-implied, 72d (rough)
Net Δ / Θ / V
18.42 / -21.34 / 24.36
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| ASML Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $1467 (-20%) | -$6,133 | -$6,696 | -$7,362 | -$7,611 |
| $1559 (-15%) | -$5,257 | -$5,885 | -$6,858 | -$7,611 |
| $1651 (-10%) | -$4,168 | -$4,745 | -$5,841 | -$7,611 |
| $1742 (-5%) | -$2,921 | -$3,324 | -$4,221 | -$7,611 |
| $1797 (-2%) | -$2,127 | -$2,379 | -$2,999 | -$7,611 |
| $1834 (0%) ← spot | -$1,589 | -$1,728 | -$2,115 | -$7,201 |
| $1871 (+2%) | -$1,050 | -$1,070 | -$1,200 | -$3,533 |
| $1926 (+5%) | -$248 | -$87 | +$180 | +$1,970 |
| $2018 (+10%) | +$1,035 | +$1,474 | +$2,331 | +$7,389 |
| $2050 (+12%) ← target | +$1,465 | +$1,989 | +$3,009 | +$7,389 |
| $2109 (+15%) | +$2,209 | +$2,864 | +$4,097 | +$7,389 |
| $2201 (+20%) | +$3,244 | +$4,032 | +$5,390 | +$7,389 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.