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 $1930 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
Own stock + buy put as insurance against downside.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1750.31 ยท ฮ 1.00
LONG PUT ยท $1660 ยท Oct '26
Qty 1 ยท Premium $81.9 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1930 by Oct 16: the protective put returns +$9,779 (5.3%) on $183,221 risked, vs +$17,969 (10.3%) for 100 shares on $175,031. Options give 0.5ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ASML is at $1930. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1930 by Oct 16
+$9,779
+5.3% on $183,221 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$17,221
Put floors you at $1660
Break-even
$1832.21
+4.68% from spot
Prob. of Target Hit
59%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
64.95 / -99.6 / 262.73
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%) | -$15,157 | -$16,161 | -$17,109 | -$17,221 |
| $1488 (-15%) | -$12,733 | -$14,225 | -$16,025 | -$17,221 |
| $1575 (-10%) | -$9,344 | -$11,205 | -$13,731 | -$17,221 |
| $1663 (-5%) | -$4,964 | -$7,003 | -$9,863 | -$16,942 |
| $1715 (-2%) | -$1,878 | -$3,925 | -$6,759 | -$11,691 |
| $1750 (0%) โ spot | +$358 | -$1,656 | -$4,388 | -$8,190 |
| $1785 (+2%) | +$2,728 | +$771 | -$1,803 | -$4,689 |
| $1838 (+5%) | +$6,515 | +$4,685 | +$2,416 | +$562 |
| $1930 (+10%) โ target | +$13,746 | +$12,214 | +$10,567 | +$9,779 |
| $2013 (+15%) | +$20,765 | +$19,532 | +$18,401 | +$18,065 |
| $2100 (+20%) | +$28,582 | +$27,648 | +$26,943 | +$26,816 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.