Target Price Playground

Templates Custom Builder LEAP Simulator
ASML
$1,750.31
๐ŸŸข
ASML IV: 48.6% โ€” LOW (-39.9% vs 30d avg of 80.9%)
Options are cheap vs 30d avg โ€” good time to BUY options (long calls/puts, debit spreads).
Forward Projection If price hits $1840 by Oct 16
Historical Backtest Coming soon
Signal Backtest Coming soon

๐Ÿ“‹ 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
Sell OTM put for premium; get assigned if price drops.

๐ŸŽฏ Target

56d from today

โš™๏ธ Legs

SHORT PUT ยท $1610 ยท Oct '26
Qty 1 ยท Premium $66.4 ยท ฮ” -0.29
P&L at Expiry Now $1750 Target $1840 $1225 $1750 $2275
Stock (100 sh) Cash-Secured Put Now Target
๐Ÿ’ก Stock vs Options at Target

If ASML hits $1840 by Oct 16: the cash-secured put returns +$6,640 (4.3%) on $-6,640 credit (max loss $154,360), vs +$8,969 (5.1%) for 100 shares on $175,031. Options give 0.8ร— capital efficiency.

๐Ÿ“… Expiry

Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ASML is at $1840. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

๐Ÿ“Š Projected Return

P&L if ASML hits $1840 by Oct 16
+$6,640
+4.3% on $154,360 max loss
Max Profit
+$6,640
If the stock โ‰ฅ $1610 at expiry
Max Loss
โˆ’$154,360
If stock โ†’ $0 after assignment
Break-even
$1543.60
-11.81% from spot
Prob. of Target Hit
79%
IV-implied, 56d (rough)
Net ฮ” / ฮ˜ / V
28.54 / 95.07 / -232.93
per spread, per $1 move / day / vol pt
๐Ÿ’พ Log in to save ๐Ÿ“Š My Saved Strategies

๐Ÿ“‹ 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.
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.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โ‰ฅ 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.

๐Ÿ“Š P&L Scenarios โ€” what happens at different prices and dates

ASML Price Today Sep 8 Sep 27 Oct 16 (exp)
$1400 (-20%) -$17,393 -$16,176 -$14,850 -$14,335
$1488 (-15%) -$11,552 -$9,896 -$7,744 -$5,584
$1575 (-10%) -$6,729 -$4,804 -$2,116 +$3,168
$1663 (-5%) -$2,910 -$924 +$1,826 +$6,640
$1715 (-2%) -$1,063 +$865 +$3,441 +$6,640
$1750 (0%) โ† spot -$0 +$1,857 +$4,253 +$6,640
$1785 (+2%) +$939 +$2,706 +$4,887 +$6,640
$1840 (+5%) โ† target +$2,181 +$3,777 +$5,591 +$6,640
$1925 (+10%) +$3,655 +$4,949 +$6,203 +$6,640
$2013 (+15%) +$4,703 +$5,688 +$6,476 +$6,640
$2100 (+20%) +$5,406 +$6,121 +$6,583 +$6,640
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.