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ASML Holding NV ADRhedged ASMH

i

Market dataready · fetched 2026-11-11T13:51:18.763Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T01:00:00.05887016Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:51:18.039636+00:00

Share price$10.72
1D+0.0%
AH$10.62$10.69$10.75$10.81$10.875:30 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$1.01$1.16$1.31$1.47$1.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEASMH PRICE$1.02$1.13$1.27$1.55$1.58
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ10.2640.9%5.2%11.9248.1%3.5%
70Δ10.0339.5%4.2%
75Δ9.8038.6%3.3%
80Δ9.4741.3%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.26
IV
40.9%
B/E move
5.2%
Puts
Pseudo strike
11.92
IV
48.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.03
IV
39.5%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.80
IV
38.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.47
IV
41.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.76%
Daily EOD
ASMH37.3%42.4%47.5%2026-10-19: 39.28%2026-10-20: 40.03%2026-10-21: 37.97%2026-10-22: 44.95%2026-10-23: 43.59%2026-10-26: 43.22%2026-10-27: 41.66%2026-10-28: 40.02%2026-10-29: 38.27%2026-10-30: 46.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.28%
40.03%
37.97%
44.95%
43.59%
43.22%
41.66%
40.02%
38.27%
46.76%