Target Price Playground
ASML
$1,913.36
๐ข
ASML IV: 56.3% โ LOW
(-28.1% vs 30d avg of 78.4%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $2070 by Aug 21
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
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1913.36 ยท ฮ 1.00
SHORT CALL ยท $2070 ยท Aug '26
Qty 1 ยท Premium $137.43 ยท ฮ 0.44
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ASML hits $2070 by Aug 21: the covered call returns +$29,408 (16.6%) on $177,592 risked, vs +$15,665 (8.2%) for 100 shares on $191,336. Options give 2.0ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if ASML is at $2070. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASML hits $2070 by Aug 21
+$29,408
+16.6% on $177,592 risked
Max Profit
+$29,408
If the stock โฅ $2070 at expiry
Max Loss
โ$177,592
If stock โ $0 (minus premium received)
Break-even
$1775.92
-7.18% from spot
Prob. of Target Hit
75%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
56.07 / 157.97 / -315.92
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 | Jul 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $1531 (-20%) | -$27,241 | -$25,789 | -$24,739 | -$24,524 |
| $1626 (-15%) | -$19,407 | -$17,374 | -$15,579 | -$14,957 |
| $1722 (-10%) | -$12,219 | -$9,593 | -$6,893 | -$5,391 |
| $1818 (-5%) | -$5,739 | -$2,574 | +$1,057 | +$4,176 |
| $1875 (-2%) | -$2,206 | +$1,232 | +$5,365 | +$9,916 |
| $1913 (0%) โ spot | -$1 | +$3,594 | +$8,018 | +$13,743 |
| $1952 (+2%) | +$2,086 | +$5,814 | +$10,484 | +$17,570 |
| $2009 (+5%) | +$4,995 | +$8,876 | +$13,821 | +$23,310 |
| $2070 (+8%) โ target | +$7,803 | +$11,784 | +$16,888 | +$29,407 |
| $2105 (+10%) | +$9,276 | +$13,286 | +$18,418 | +$29,407 |
| $2200 (+15%) | +$12,889 | +$16,880 | +$21,878 | +$29,407 |
| $2296 (+20%) | +$15,899 | +$19,746 | +$24,358 | +$29,407 |
Uses ASML's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.