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 $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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $1830 · Dec '26
Qty 1 · Premium $144.34 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If ASML hits $1610 by Dec 18: the long put returns +$7,566 (52.4%) on $14,434 risked, vs $-22,410 (-12.2%) for 100 shares on $183,410. Options give 4.3× 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
+$7,566
+52.4% on $14,434 risked
Max Profit
+$168,566
If stock → $0
Max Loss
−$14,434
Premium paid
Break-even
$1685.66
-8.09% from spot
Prob. of Target Hit
57%
IV-implied, 72d (rough)
Net Δ / Θ / V
-43.7 / -94.92 / 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%) | +$23,107 | +$22,219 | +$21,600 | +$21,838 |
| $1559 (-15%) | +$16,028 | +$14,568 | +$13,102 | +$12,668 |
| $1610 (-12%) ← target | +$12,447 | +$10,686 | +$8,708 | +$7,566 |
| $1651 (-10%) | +$9,786 | +$7,809 | +$5,437 | +$3,497 |
| $1742 (-5%) | +$4,444 | +$2,090 | -$996 | -$5,673 |
| $1797 (-2%) | +$1,672 | -$819 | -$4,155 | -$11,176 |
| $1834 (0%) ← spot | -$0 | -$2,543 | -$5,957 | -$14,434 |
| $1871 (+2%) | -$1,536 | -$4,099 | -$7,523 | -$14,434 |
| $1926 (+5%) | -$3,597 | -$6,136 | -$9,454 | -$14,434 |
| $2018 (+10%) | -$6,434 | -$8,810 | -$11,705 | -$14,434 |
| $2109 (+15%) | -$8,620 | -$10,726 | -$13,036 | -$14,434 |
| $2201 (+20%) | -$10,269 | -$12,051 | -$13,761 | -$14,434 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.