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 $2110 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 + buy put as insurance against downside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1917.01 ยท ฮ 1.00
LONG PUT ยท $1820 ยท Aug '26
Qty 1 ยท Premium $145.0 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2110 by Aug 21: the protective put returns +$4,799 (2.3%) on $206,201 risked, vs +$19,299 (10.1%) for 100 shares on $191,701. Options give 0.2ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if ASML is at $2110. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $2110 by Aug 21
+$4,799
+2.3% on $206,201 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$24,201
Put floors you at $1820
Break-even
$2062.01
+7.56% from spot
Prob. of Target Hit
67%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
63.79 / -127.23 / 305.07
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%) | -$19,981 | -$21,688 | -$23,453 | -$24,201 |
| $1629 (-15%) | -$16,832 | -$19,063 | -$21,742 | -$24,201 |
| $1725 (-10%) | -$12,780 | -$15,393 | -$18,782 | -$24,201 |
| $1821 (-5%) | -$7,834 | -$10,643 | -$14,371 | -$24,085 |
| $1879 (-2%) | -$4,457 | -$7,294 | -$11,026 | -$18,334 |
| $1917 (0%) โ spot | -$2,046 | -$4,866 | -$8,525 | -$14,500 |
| $1955 (+2%) | +$486 | -$2,292 | -$5,826 | -$10,666 |
| $2013 (+5%) | +$4,497 | +$1,824 | -$1,446 | -$4,915 |
| $2110 (+10%) โ target | +$11,794 | +$9,385 | +$6,691 | +$4,799 |
| $2205 (+15%) | +$19,436 | +$17,344 | +$15,252 | +$14,255 |
| $2300 (+20%) | +$27,622 | +$25,871 | +$24,337 | +$23,840 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.