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 $2110 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $1830 · Dec '26
Qty 1 · Premium $164.61 · Δ 0.56
LONG PUT · $1830 · Dec '26
Qty 1 · Premium $144.34 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If ASML hits $2110 by Dec 18: the long straddle returns $-2,895 (-9.4%) on $30,895 risked, vs +$27,590 (15.0%) for 100 shares on $183,410. Options give 0.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ASML is at $2110. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ASML hits $2110 by Dec 18
$-2,895
-9.4% on $30,895 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$30,895
Both premiums paid
Break-even
$2138.95
+16.62% from spot
Prob. of Target Hit
48%
IV-implied, 72d (rough)
Net Δ / Θ / V
12.6 / -212.2 / 641.84
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%) | +$9,532 | +$7,219 | +$5,442 | +$5,377 |
| $1559 (-15%) | +$4,544 | +$1,087 | -$2,384 | -$3,793 |
| $1651 (-10%) | +$1,232 | -$3,260 | -$8,544 | -$12,964 |
| $1742 (-5%) | -$283 | -$5,529 | -$12,239 | -$22,134 |
| $1797 (-2%) | -$325 | -$5,844 | -$13,054 | -$27,637 |
| $1834 (0%) ← spot | -$0 | -$5,623 | -$12,991 | -$30,485 |
| $1871 (+2%) | +$596 | -$5,068 | -$12,454 | -$26,817 |
| $1926 (+5%) | +$1,978 | -$3,638 | -$10,813 | -$21,314 |
| $2018 (+10%) | +$5,474 | +$183 | -$6,146 | -$12,144 |
| $2110 (+15%) ← target | +$10,318 | +$5,573 | +$425 | -$2,895 |
| $2201 (+20%) | +$16,143 | +$12,043 | +$8,083 | +$6,197 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.