Target Price Playground
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 $2050 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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $1830 · Dec '26
Qty 1 · Premium $164.61 · Δ 0.56
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If ASML hits $2050 by Dec 18: the long call returns +$5,539 (33.6%) on $16,461 risked, vs +$21,590 (11.8%) for 100 shares on $183,410. Options give 2.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ASML is at $2050. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ASML hits $2050 by Dec 18
+$5,539
+33.6% on $16,461 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$16,461
Premium paid
Break-even
$1994.61
+8.75% from spot
Prob. of Target Hit
58%
IV-implied, 72d (rough)
Net Δ / Θ / V
56.3 / -117.28 / 320.92
per spread, per $1 move / day / vol pt
📋 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.
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.
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.
"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.
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%) | -$13,575 | -$15,000 | -$16,158 | -$16,461 |
| $1559 (-15%) | -$11,484 | -$13,481 | -$15,486 | -$16,461 |
| $1651 (-10%) | -$8,555 | -$11,069 | -$13,980 | -$16,461 |
| $1742 (-5%) | -$4,727 | -$7,619 | -$11,243 | -$16,461 |
| $1797 (-2%) | -$1,996 | -$5,025 | -$8,899 | -$16,461 |
| $1834 (0%) ← spot | +$0 | -$3,080 | -$7,034 | -$16,051 |
| $1871 (+2%) | +$2,132 | -$968 | -$4,931 | -$12,383 |
| $1926 (+5%) | +$5,575 | +$2,498 | -$1,359 | -$6,880 |
| $2018 (+10%) | +$11,908 | +$8,993 | +$5,559 | +$2,290 |
| $2050 (+12%) ← target | +$14,313 | +$11,486 | +$8,249 | +$5,539 |
| $2109 (+15%) | +$18,891 | +$16,248 | +$13,399 | +$11,460 |
| $2201 (+20%) | +$26,413 | +$24,094 | +$21,844 | +$20,631 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.