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 $1540 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG PUT ยท $1750 ยท Oct '26
Qty 1 ยท Premium $127.44 ยท ฮ -0.45
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1540 by Oct 16: the long put returns +$8,256 (64.8%) on $12,744 risked, vs $-21,031 (-12.0%) for 100 shares on $175,031. Options give 5.4ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ASML is at $1540. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1540 by Oct 16
+$8,256
+64.8% on $12,744 risked
Max Profit
+$162,256
If stock โ $0
Max Loss
โ$12,744
Premium paid
Break-even
$1622.56
-7.3% from spot
Prob. of Target Hit
53%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
-44.71 / -107.56 / 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%) | +$22,982 | +$22,361 | +$21,982 | +$22,231 |
| $1488 (-15%) | +$15,924 | +$14,798 | +$13,690 | +$13,480 |
| $1540 (-12%) โ target | +$12,096 | +$10,673 | +$9,054 | +$8,256 |
| $1575 (-10%) | +$9,689 | +$8,082 | +$6,119 | +$4,728 |
| $1663 (-5%) | +$4,374 | +$2,406 | -$270 | -$4,023 |
| $1715 (-2%) | +$1,639 | -$460 | -$3,392 | -$9,274 |
| $1750 (0%) โ spot | +$0 | -$2,146 | -$5,159 | -$12,744 |
| $1785 (+2%) | -$1,494 | -$3,657 | -$6,677 | -$12,744 |
| $1838 (+5%) | -$3,477 | -$5,610 | -$8,517 | -$12,744 |
| $1925 (+10%) | -$6,154 | -$8,116 | -$10,584 | -$12,744 |
| $2013 (+15%) | -$8,154 | -$9,845 | -$11,729 | -$12,744 |
| $2100 (+20%) | -$9,608 | -$10,986 | -$12,303 | -$12,744 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.