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 $1740 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.

🎯 Target

72d from today

⚙️ Legs

LONG PUT · $1830 · Jan '27
Qty 1 · Premium $168.4 · Δ -0.43
SHORT PUT · $1740 · Dec '26
Qty 1 · Premium $79.93 · Δ -0.35
P&L at Expiry Now $1834 Target $1740 $1284 $1834 $2384
Stock (100 sh) Diagonal Put Spread Now Target
💡 Stock vs Options at Target

If ASML hits $1740 by Dec 18: the diagonal put spread returns +$5,331 (60.3%) on $8,847 risked, vs $-9,410 (-5.1%) for 100 shares on $183,410. Options give 11.8× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ASML is at $1740. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if ASML hits $1740 by Dec 18
+$5,331
+60.3% on $8,847 risked
Max Profit
+$5,247
If the stock price is favorable
Max Loss
−$8,628
Worst-case within chart range
Break-even
$1840.80
+0.37% from spot
Prob. of Target Hit
81%
IV-implied, 72d (rough)
Net Δ / Θ / V
-7.63 / -0.45 / 66.53
per spread, per $1 move / day / vol pt
💾 Log in to save 📊 My Saved Strategies

📋 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%) -$289 +$75 +$415 -$22
$1559 (-15%) -$527 -$27 +$687 +$815
$1651 (-10%) -$938 -$380 +$594 +$2,520
$1740 (-5%) ← target -$1,493 -$976 +$0 +$5,331
$1797 (-2%) -$1,916 -$1,473 -$639 +$2,084
$1834 (0%) ← spot -$2,207 -$1,828 -$1,133 +$299
$1871 (+2%) -$2,510 -$2,205 -$1,674 -$1,268
$1926 (+5%) -$2,982 -$2,797 -$2,541 -$3,229
$2018 (+10%) -$3,784 -$3,809 -$4,003 -$5,590
$2109 (+15%) -$4,568 -$4,783 -$5,324 -$7,060
$2201 (+20%) -$5,300 -$5,661 -$6,401 -$7,916
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.