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 $1930 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $1690 · Dec '26
Qty 1 · Premium $82.15 · Δ -0.3
P&L at Expiry Now $1834 Target $1930 $1284 $1834 $2384
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If ASML hits $1930 by Dec 18: the cash-secured put returns +$8,215 (5.1%) on $-8,215 credit (max loss $160,785), vs +$9,590 (5.2%) for 100 shares on $183,410. Options give 1.0× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ASML is at $1930. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if ASML hits $1930 by Dec 18
+$8,215
+5.1% on $160,785 max loss
Max Profit
+$8,215
If the stock ≥ $1690 at expiry
Max Loss
−$160,785
If stock → $0 after assignment
Break-even
$1607.85
-12.34% from spot
Prob. of Target Hit
81%
IV-implied, 72d (rough)
Net Δ / Θ / V
29.69 / 85.9 / -281.91
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%) -$17,952 -$16,438 -$14,807 -$14,057
$1559 (-15%) -$12,037 -$10,049 -$7,556 -$4,887
$1651 (-10%) -$7,101 -$4,819 -$1,770 +$4,284
$1742 (-5%) -$3,118 -$751 +$2,396 +$8,215
$1797 (-2%) -$1,150 +$1,173 +$4,171 +$8,215
$1834 (0%) ← spot +$0 +$2,261 +$5,093 +$8,215
$1871 (+2%) +$1,031 +$3,207 +$5,836 +$8,215
$1930 (+5%) ← target +$2,465 +$4,468 +$6,720 +$8,215
$2018 (+10%) +$4,130 +$5,830 +$7,504 +$8,215
$2109 (+15%) +$5,404 +$6,769 +$7,910 +$8,215
$2201 (+20%) +$6,307 +$7,361 +$8,092 +$8,215
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.