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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1750.31 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1960 by Oct 16: the long stock returns +$20,969 (12.0%) on $175,031 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Oct 16.
๐ Projected Return
P&L if ASML hits $1960 by Oct 16
+$20,969
+12.0% on $175,031 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$175,031
If stock โ $0
Break-even
$1750.31
+0.0% from spot
Prob. of Target Hit
53%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 20 | Oct 20 (exp) |
|---|---|---|---|
| $1400 (-20%) | -$35,006 | -$35,006 | -$35,006 |
| $1488 (-15%) | -$26,255 | -$26,255 | -$26,255 |
| $1575 (-10%) | -$17,503 | -$17,503 | -$17,503 |
| $1663 (-5%) | -$8,752 | -$8,752 | -$8,752 |
| $1715 (-2%) | -$3,501 | -$3,501 | -$3,501 |
| $1750 (0%) โ spot | +$0 | +$0 | +$0 |
| $1785 (+2%) | +$3,501 | +$3,501 | +$3,501 |
| $1838 (+5%) | +$8,752 | +$8,752 | +$8,752 |
| $1925 (+10%) | +$17,503 | +$17,503 | +$17,503 |
| $1960 (+12%) โ target | +$20,969 | +$20,969 | +$20,969 |
| $2013 (+15%) | +$26,255 | +$26,255 | +$26,255 |
| $2100 (+20%) | +$35,006 | +$35,006 | +$35,006 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.