Target Price Playground
ASML
$1,917.01
๐ข
ASML IV: 56.3% โ LOW
(-28.9% vs 30d avg of 79.2%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $2070 by Aug 21
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, sell OTM call for income. Caps upside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1917.01 ยท ฮ 1.00
SHORT CALL ยท $2070 ยท Aug '26
Qty 1 ยท Premium $125.76 ยท ฮ 0.43
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2070 by Aug 21: the covered call returns +$27,875 (15.6%) on $179,125 risked, vs +$15,299 (8.0%) for 100 shares on $191,701. Options give 2.0ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if ASML is at $2070. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $2070 by Aug 21
+$27,875
+15.6% on $179,125 risked
Max Profit
+$27,875
If the stock โฅ $2070 at expiry
Max Loss
โ$179,125
If stock โ $0 (minus premium received)
Break-even
$1791.25
-6.56% from spot
Prob. of Target Hit
73%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
56.92 / 147.34 / -315.41
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 | Jul 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $1534 (-20%) | -$27,919 | -$26,711 | -$25,902 | -$25,764 |
| $1629 (-15%) | -$19,882 | -$18,114 | -$16,628 | -$16,179 |
| $1725 (-10%) | -$12,499 | -$10,140 | -$7,784 | -$6,594 |
| $1821 (-5%) | -$5,856 | -$2,949 | +$339 | +$2,991 |
| $1879 (-2%) | -$2,247 | +$941 | +$4,740 | +$8,742 |
| $1917 (0%) โ spot | -$0 | +$3,347 | +$7,443 | +$12,576 |
| $1955 (+2%) | +$2,118 | +$5,600 | +$9,949 | +$16,410 |
| $2013 (+5%) | +$5,059 | +$8,694 | +$13,320 | +$22,161 |
| $2070 (+8%) โ target | +$7,707 | +$11,433 | +$16,204 | +$27,875 |
| $2109 (+10%) | +$9,349 | +$13,104 | +$17,900 | +$27,875 |
| $2205 (+15%) | +$12,923 | +$16,639 | +$21,263 | +$27,875 |
| $2300 (+20%) | +$15,851 | +$19,398 | +$23,591 | +$27,875 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.