Target Price Playground
ASML
$1,750.31
๐ข
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 $1960 by Oct 16
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
Bullish. Unlimited upside, capped loss = premium paid.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG CALL ยท $1750 ยท Oct '26
Qty 1 ยท Premium $139.8 ยท ฮ 0.55
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1960 by Oct 16: the long call returns +$7,020 (50.2%) on $13,980 risked, vs +$20,969 (12.0%) for 100 shares on $175,031. Options give 4.2ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ASML is at $1960. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1960 by Oct 16
+$7,020
+50.2% on $13,980 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$13,980
Premium paid
Break-even
$1889.80
+7.97% from spot
Prob. of Target Hit
53%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
55.29 / -128.98 / 271.1
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 | Sep 8 | Sep 27 | Oct 16 (exp) |
|---|---|---|---|---|
| $1400 (-20%) | -$12,025 | -$13,032 | -$13,819 | -$13,980 |
| $1488 (-15%) | -$10,332 | -$11,844 | -$13,360 | -$13,980 |
| $1575 (-10%) | -$7,815 | -$9,808 | -$12,180 | -$13,980 |
| $1663 (-5%) | -$4,379 | -$6,733 | -$9,818 | -$13,980 |
| $1715 (-2%) | -$1,863 | -$4,348 | -$7,689 | -$13,980 |
| $1750 (0%) โ spot | -$0 | -$2,533 | -$5,954 | -$13,949 |
| $1785 (+2%) | +$2,006 | -$543 | -$3,972 | -$10,448 |
| $1838 (+5%) | +$5,274 | +$2,755 | -$560 | -$5,197 |
| $1925 (+10%) | +$11,348 | +$9,000 | +$6,124 | +$3,554 |
| $1960 (+12%) โ target | +$13,948 | +$11,699 | +$9,047 | +$7,020 |
| $2013 (+15%) | +$18,100 | +$16,023 | +$13,730 | +$12,306 |
| $2100 (+20%) | +$25,397 | +$23,633 | +$21,907 | +$21,057 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.