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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1917.01 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2150 by Aug 21: the long stock returns +$23,299 (12.2%) on $191,701 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Aug 21.
๐ Projected Return
P&L if ASML hits $2150 by Aug 21
+$23,299
+12.2% on $191,701 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$191,701
If stock โ $0
Break-even
$1917.01
+0.0% from spot
Prob. of Target Hit
61%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 18 | Aug 17 (exp) |
|---|---|---|---|
| $1534 (-20%) | -$38,340 | -$38,340 | -$38,340 |
| $1629 (-15%) | -$28,755 | -$28,755 | -$28,755 |
| $1725 (-10%) | -$19,170 | -$19,170 | -$19,170 |
| $1821 (-5%) | -$9,585 | -$9,585 | -$9,585 |
| $1879 (-2%) | -$3,834 | -$3,834 | -$3,834 |
| $1917 (0%) โ spot | +$0 | +$0 | +$0 |
| $1955 (+2%) | +$3,834 | +$3,834 | +$3,834 |
| $2013 (+5%) | +$9,585 | +$9,585 | +$9,585 |
| $2109 (+10%) | +$19,170 | +$19,170 | +$19,170 |
| $2150 (+12%) โ target | +$23,299 | +$23,299 | +$23,299 |
| $2205 (+15%) | +$28,755 | +$28,755 | +$28,755 |
| $2300 (+20%) | +$38,340 | +$38,340 | +$38,340 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.