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 $2010 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
Bet on big move in either direction. Two premiums 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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2010 by Oct 16: the long straddle returns $-724 (-2.7%) on $26,724 risked, vs +$25,969 (14.8%) for 100 shares on $175,031. Options give 0.2ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ASML is at $2010. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $2010 by Oct 16
$-724
-2.7% on $26,724 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$26,724
Both premiums paid
Break-even
$2017.24
+15.25% from spot
Prob. of Target Hit
44%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
10.58 / -236.54 / 542.21
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%) | +$10,957 | +$9,329 | +$8,163 | +$8,251 |
| $1488 (-15%) | +$5,592 | +$2,955 | +$330 | -$500 |
| $1575 (-10%) | +$1,874 | -$1,726 | -$6,061 | -$9,252 |
| $1663 (-5%) | -$4 | -$4,327 | -$10,088 | -$18,003 |
| $1715 (-2%) | -$225 | -$4,808 | -$11,081 | -$23,254 |
| $1750 (0%) โ spot | -$0 | -$4,679 | -$11,113 | -$26,693 |
| $1785 (+2%) | +$513 | -$4,200 | -$10,649 | -$23,192 |
| $1838 (+5%) | +$1,797 | -$2,856 | -$9,077 | -$17,941 |
| $1925 (+10%) | +$5,194 | +$883 | -$4,460 | -$9,190 |
| $2010 (+15%) โ target | +$9,772 | +$5,984 | +$1,769 | -$724 |
| $2100 (+20%) | +$15,789 | +$12,647 | +$9,604 | +$8,313 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.