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 $1690 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG PUT ยท $1920 ยท Aug '26
Qty 1 ยท Premium $182.82 ยท ฮ -0.45
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1690 by Aug 21: the long put returns +$4,718 (25.8%) on $18,282 risked, vs $-22,701 (-11.8%) for 100 shares on $191,701. Options give 2.2ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if ASML is at $1690. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1690 by Aug 21
+$4,718
+25.8% on $18,282 risked
Max Profit
+$173,718
If stock โ $0
Max Loss
โ$18,282
Premium paid
Break-even
$1737.18
-9.38% from spot
Prob. of Target Hit
62%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
-45.01 / -137.09 / 314.91
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%) | +$22,733 | +$21,449 | +$20,378 | +$20,357 |
| $1629 (-15%) | +$15,557 | +$13,688 | +$11,713 | +$10,772 |
| $1690 (-12%) โ target | +$11,443 | +$9,236 | +$6,674 | +$4,718 |
| $1725 (-10%) | +$9,200 | +$6,816 | +$3,934 | +$1,187 |
| $1821 (-5%) | +$3,700 | +$940 | -$2,641 | -$8,398 |
| $1879 (-2%) | +$809 | -$2,092 | -$5,928 | -$14,149 |
| $1917 (0%) โ spot | -$952 | -$3,912 | -$7,837 | -$17,983 |
| $1955 (+2%) | -$2,585 | -$5,574 | -$9,527 | -$18,282 |
| $2013 (+5%) | -$4,804 | -$7,785 | -$11,669 | -$18,282 |
| $2109 (+10%) | -$7,930 | -$10,781 | -$14,306 | -$18,282 |
| $2205 (+15%) | -$10,423 | -$13,030 | -$16,007 | -$18,282 |
| $2300 (+20%) | -$12,378 | -$14,674 | -$17,039 | -$18,282 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.