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ASML Holding NV ADRhedged ASMH

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Market datapartial · fetched 2026-10-22T07:27:09.508Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.146292859Z

FundamentalsAlpha Vantage · unavailable

Share price$11.72
1D-0.3%
AH$11.66$11.69$11.72$11.75$11.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASMH
Sold putSold callAH

ASML Holding NV ADRhedged options

Live interpolated ASMH call and put midpoint premiums by absolute delta.ASML Holding NV ADRhedged$0.32$0.60$0.88$1.16$1.44$7.89$9.73$11.57$13.42$15.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASMH spot · $11.72ASMH PRICE$0.35$0.35$0.39$0.38$0.35$0.37$0.47$0.58$0.68$0.79$0.89$1.02$1.24$0.35$0.38$0.42$0.43$0.43$0.44$0.44$0.45$0.45$0.67$0.90$1.13$1.36
PutsCheap0.48×
CallsCheap0.59×
SkewBullish-5.11 pp
Implied moveBullish±$0.91
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.97108.0%39.3%9.8884.3%18.7%
25Δ14.0278.3%22.6%10.4271.3%14.4%
30Δ13.2967.5%16.7%10.8860.5%10.7%
35Δ12.7355.0%11.9%11.1353.4%8.7%
40Δ12.2741.1%7.7%11.3047.6%7.3%
45Δ11.9433.2%5.0%11.4741.7%5.8%
50Δ11.7734.4%4.5%11.6435.8%4.4%
55Δ11.6135.6%4.0%11.8230.0%3.0%
60Δ11.4536.8%3.5%11.9924.1%1.6%
65Δ11.2938.0%3.0%12.2327.3%1.3%
70Δ11.1339.2%2.6%12.4831.2%1.1%
75Δ10.9540.3%2.1%12.7435.2%1.0%
80Δ10.6840.7%1.7%12.9939.1%0.8%

20Δ

Calls
Pseudo strike
15.97
IV
108.0%
B/E move
39.3%
Puts
Pseudo strike
9.88
IV
84.3%
B/E move
18.7%

25Δ

Calls
Pseudo strike
14.02
IV
78.3%
B/E move
22.6%
Puts
Pseudo strike
10.42
IV
71.3%
B/E move
14.4%

30Δ

Calls
Pseudo strike
13.29
IV
67.5%
B/E move
16.7%
Puts
Pseudo strike
10.88
IV
60.5%
B/E move
10.7%

35Δ

Calls
Pseudo strike
12.73
IV
55.0%
B/E move
11.9%
Puts
Pseudo strike
11.13
IV
53.4%
B/E move
8.7%

40Δ

Calls
Pseudo strike
12.27
IV
41.1%
B/E move
7.7%
Puts
Pseudo strike
11.30
IV
47.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
11.94
IV
33.2%
B/E move
5.0%
Puts
Pseudo strike
11.47
IV
41.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
11.77
IV
34.4%
B/E move
4.5%
Puts
Pseudo strike
11.64
IV
35.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
11.61
IV
35.6%
B/E move
4.0%
Puts
Pseudo strike
11.82
IV
30.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
11.45
IV
36.8%
B/E move
3.5%
Puts
Pseudo strike
11.99
IV
24.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
11.29
IV
38.0%
B/E move
3.0%
Puts
Pseudo strike
12.23
IV
27.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
11.13
IV
39.2%
B/E move
2.6%
Puts
Pseudo strike
12.48
IV
31.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
10.95
IV
40.3%
B/E move
2.1%
Puts
Pseudo strike
12.74
IV
35.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
10.68
IV
40.7%
B/E move
1.7%
Puts
Pseudo strike
12.99
IV
39.1%
B/E move
0.8%

Options history

No recorded observations