Target Price Playground
ASML
$1,750.31
๐ข
ASML IV: 48.6% โ LOW
(-39.9% vs 30d avg of 80.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1890 by Oct 16
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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1750.31 ยท ฮ 1.00
SHORT CALL ยท $1890 ยท Oct '26
Qty 1 ยท Premium $84.55 ยท ฮ 0.39
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $1890 by Oct 16: the covered call returns +$22,424 (13.5%) on $166,576 risked, vs +$13,969 (8.0%) for 100 shares on $175,031. Options give 1.7ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ASML is at $1890. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $1890 by Oct 16
+$22,424
+13.5% on $166,576 risked
Max Profit
+$22,424
If the stock โฅ $1890 at expiry
Max Loss
โ$166,576
If stock โ $0 (minus premium received)
Break-even
$1665.76
-4.83% from spot
Prob. of Target Hit
68%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
60.54 / 123.09 / -263.9
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 | Sep 8 | Sep 27 | Oct 16 (exp) |
|---|---|---|---|---|
| $1400 (-20%) | -$27,411 | -$26,861 | -$26,573 | -$26,551 |
| $1488 (-15%) | -$19,563 | -$18,607 | -$17,916 | -$17,800 |
| $1575 (-10%) | -$12,287 | -$10,839 | -$9,490 | -$9,048 |
| $1663 (-5%) | -$5,732 | -$3,781 | -$1,595 | -$297 |
| $1715 (-2%) | -$2,190 | +$31 | +$2,724 | +$4,954 |
| $1750 (0%) โ spot | -$0 | +$2,376 | +$5,375 | +$8,455 |
| $1785 (+2%) | +$2,049 | +$4,557 | +$7,820 | +$11,956 |
| $1838 (+5%) | +$4,860 | +$7,514 | +$11,067 | +$17,207 |
| $1890 (+8%) โ target | +$7,345 | +$10,080 | +$13,774 | +$22,424 |
| $1925 (+10%) | +$8,859 | +$11,612 | +$15,317 | +$22,424 |
| $2013 (+15%) | +$12,057 | +$14,738 | +$18,206 | +$22,424 |
| $2100 (+20%) | +$14,545 | +$17,023 | +$19,995 | +$22,424 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.