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 $2150 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
Bullish. Unlimited upside, capped loss = premium paid.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG CALL ยท $1920 ยท Aug '26
Qty 1 ยท Premium $190.0 ยท ฮ 0.55
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2150 by Aug 21: the long call returns +$4,000 (21.1%) on $19,000 risked, vs +$23,299 (12.2%) for 100 shares on $191,701. Options give 1.7ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if ASML is at $2150. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $2150 by Aug 21
+$4,000
+21.1% on $19,000 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$19,000
Premium paid
Break-even
$2110.00
+10.07% from spot
Prob. of Target Hit
61%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
55.26 / -153.83 / 314.72
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%) | -$15,115 | -$16,893 | -$18,459 | -$19,000 |
| $1629 (-15%) | -$12,706 | -$15,069 | -$17,539 | -$19,000 |
| $1725 (-10%) | -$9,478 | -$12,355 | -$15,733 | -$19,000 |
| $1821 (-5%) | -$5,393 | -$8,646 | -$12,723 | -$19,000 |
| $1879 (-2%) | -$2,533 | -$5,928 | -$10,258 | -$19,000 |
| $1917 (0%) โ spot | -$460 | -$3,913 | -$8,334 | -$19,000 |
| $1955 (+2%) | +$1,741 | -$1,742 | -$6,190 | -$15,465 |
| $2013 (+5%) | +$5,273 | +$1,798 | -$2,581 | -$9,714 |
| $2109 (+10%) | +$11,732 | +$8,387 | +$4,367 | -$129 |
| $2150 (+12%) โ target | +$14,715 | +$11,464 | +$7,665 | +$4,000 |
| $2205 (+15%) | +$18,824 | +$15,723 | +$12,251 | +$9,456 |
| $2300 (+20%) | +$26,454 | +$23,664 | +$20,804 | +$19,041 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.