Target Price Playground

Templates Custom Builder LEAP Simulator
ASML
$1,834.10
🟢
ASML IV: 43.6% — LOW (-35.7% vs 30d avg of 67.8%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection If price hits $1610 by Dec 18
Historical Backtest Coming soon
Signal Backtest Coming soon

📋 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
Moderately bearish. Debit, capped max profit + loss.

🎯 Target

72d from today

⚙️ Legs

LONG PUT · $1830 · Dec '26
Qty 1 · Premium $144.34 · Δ -0.44
SHORT PUT · $1690 · Dec '26
Qty 1 · Premium $82.15 · Δ -0.3
P&L at Expiry Now $1834 Target $1610 $1284 $1834 $2384
Stock (100 sh) Bear Put Spread Now Target
💡 Stock vs Options at Target

If ASML hits $1610 by Dec 18: the bear put spread returns +$7,781 (125.1%) on $6,219 risked, vs $-22,410 (-12.2%) for 100 shares on $183,410. Options give 10.3× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ASML is at $1610. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if ASML hits $1610 by Dec 18
+$7,781
+125.1% on $6,219 risked
Max Profit
+$7,781
If the stock ≤ $1690 at expiry
Max Loss
−$6,219
Net debit
Break-even
$1767.81
-3.61% from spot
Prob. of Target Hit
57%
IV-implied, 72d (rough)
Net Δ / Θ / V
-14.01 / -9.02 / 39.01
per spread, per $1 move / day / vol pt
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📋 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 — 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.
Signal Backtest
"Run this strategy on every BUY-rated stock with score ≥ 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.

📊 P&L Scenarios — what happens at different prices and dates

ASML Price Today Oct 31 Nov 24 Dec 18 (exp)
$1467 (-20%) +$5,155 +$5,781 +$6,793 +$7,781
$1559 (-15%) +$3,991 +$4,519 +$5,547 +$7,781
$1610 (-12%) ← target +$3,277 +$3,693 +$4,569 +$7,781
$1651 (-10%) +$2,685 +$2,990 +$3,667 +$7,781
$1742 (-5%) +$1,326 +$1,339 +$1,400 +$2,542
$1797 (-2%) +$522 +$353 +$16 -$2,961
$1834 (0%) ← spot +$0 -$282 -$864 -$6,219
$1871 (+2%) -$505 -$892 -$1,687 -$6,219
$1926 (+5%) -$1,224 -$1,747 -$2,785 -$6,219
$2018 (+10%) -$2,303 -$2,980 -$4,201 -$6,219
$2109 (+15%) -$3,216 -$3,957 -$5,125 -$6,219
$2201 (+20%) -$3,962 -$4,690 -$5,669 -$6,219
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.