Target Price Playground
ASML
$1,834.10
๐ข
ASML IV: 43.6% โ LOW
(-35.7% vs 30d avg of 67.8%)
Options are cheap vs 30d avg โ 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
๐ 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
72d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1834.1 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2050 by Dec 18: the long stock returns +$21,590 (11.8%) on $183,410 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if ASML hits $2050 by Dec 18
+$21,590
+11.8% on $183,410 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$183,410
If stock โ $0
Break-even
$1834.10
+0.0% from spot
Prob. of Target Hit
58%
IV-implied, 72d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| ASML Price | Today | Nov 6 | Dec 6 (exp) |
|---|---|---|---|
| $1467 (-20%) | -$36,682 | -$36,682 | -$36,682 |
| $1559 (-15%) | -$27,512 | -$27,512 | -$27,512 |
| $1651 (-10%) | -$18,341 | -$18,341 | -$18,341 |
| $1742 (-5%) | -$9,171 | -$9,171 | -$9,171 |
| $1797 (-2%) | -$3,668 | -$3,668 | -$3,668 |
| $1834 (0%) โ spot | +$0 | +$0 | +$0 |
| $1871 (+2%) | +$3,668 | +$3,668 | +$3,668 |
| $1926 (+5%) | +$9,171 | +$9,171 | +$9,171 |
| $2018 (+10%) | +$18,341 | +$18,341 | +$18,341 |
| $2050 (+12%) โ target | +$21,590 | +$21,590 | +$21,590 |
| $2109 (+15%) | +$27,511 | +$27,511 | +$27,511 |
| $2201 (+20%) | +$36,682 | +$36,682 | +$36,682 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.