Target Price Playground
ASML
$1,929.68
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 $2220 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG CALL ยท $1930 ยท Aug '26
Qty 1 ยท Premium $189.13 ยท ฮ 0.54
LONG PUT ยท $1930 ยท Aug '26
Qty 1 ยท Premium $173.02 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2220 by Aug 21: the long straddle returns $-7,215 (-19.9%) on $36,215 risked, vs +$29,032 (15.0%) for 100 shares on $192,968. Options give 1.3ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if ASML is at $2220. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $2220 by Aug 21
$-7,215
-19.9% on $36,215 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$36,215
Both premiums paid
Break-even
$1567.85
-18.75% from spot
Prob. of Target Hit
52%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
10.39 / -280.38 / 634.43
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) |
|---|---|---|---|---|
| $1544 (-20%) | +$8,795 | +$5,692 | +$3,003 | +$2,411 |
| $1640 (-15%) | +$4,033 | -$247 | -$4,762 | -$7,238 |
| $1737 (-10%) | +$925 | -$4,386 | -$10,720 | -$16,886 |
| $1833 (-5%) | -$455 | -$6,514 | -$14,240 | -$26,535 |
| $1891 (-2%) | -$458 | -$6,798 | -$15,022 | -$32,324 |
| $1930 (0%) โ spot | -$127 | -$6,579 | -$14,977 | -$36,183 |
| $1968 (+2%) | +$463 | -$6,044 | -$14,489 | -$32,388 |
| $2026 (+5%) | +$1,811 | -$4,676 | -$12,968 | -$26,599 |
| $2123 (+10%) | +$5,206 | -$1,009 | -$8,564 | -$16,950 |
| $2220 (+15%) โ target | +$9,920 | +$4,205 | -$2,227 | -$7,215 |
| $2316 (+20%) | +$15,617 | +$10,528 | +$5,316 | +$2,347 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.