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ASML Holding NV ADRhedged ASMH

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Market datapartial · fetched 2026-10-22T21:08:34.853Z

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 · 2026-10-22T21:06:06.872117495Z

FundamentalsAlpha Vantage · unavailable

Share price$11.00
1D-3.3%
AH$10.79$10.97$11.14$11.31$11.495:30 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$0.59$0.87$1.14$1.42$7.32$9.17$11.02$12.87$14.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASMH spot · $11.00ASMH PRICE$0.35$0.36$0.40$0.45$0.49$0.54$0.59$0.65$0.75$0.85$0.95$1.05$1.15$0.36$0.39$0.42$0.47$0.52$0.56$0.64$0.74$0.83$0.92$1.01$1.11$1.34
PutsCheap0.56×
CallsCheap0.72×
SkewBullish-8.41 pp
Implied moveBearish±$1.23
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.44117.6%43.5%9.1592.3%20.1%
25Δ13.5288.8%26.2%9.7376.6%15.0%
30Δ12.7977.5%20.0%10.1466.3%11.7%
35Δ12.4271.5%17.0%10.4160.7%9.7%
40Δ12.0465.5%14.0%10.6755.2%7.7%
45Δ11.6659.6%11.0%10.9349.6%5.7%
50Δ11.2953.6%8.0%11.1347.0%4.7%
55Δ10.9648.8%5.5%11.2945.5%4.0%
60Δ10.7747.5%4.8%11.4644.0%3.3%
65Δ10.5946.3%4.0%11.6342.4%2.6%
70Δ10.4145.1%3.3%11.8040.9%2.0%
75Δ10.2343.9%2.5%11.9739.4%1.3%
80Δ10.0442.7%1.8%12.2539.1%0.9%

20Δ

Calls
Pseudo strike
15.44
IV
117.6%
B/E move
43.5%
Puts
Pseudo strike
9.15
IV
92.3%
B/E move
20.1%

25Δ

Calls
Pseudo strike
13.52
IV
88.8%
B/E move
26.2%
Puts
Pseudo strike
9.73
IV
76.6%
B/E move
15.0%

30Δ

Calls
Pseudo strike
12.79
IV
77.5%
B/E move
20.0%
Puts
Pseudo strike
10.14
IV
66.3%
B/E move
11.7%

35Δ

Calls
Pseudo strike
12.42
IV
71.5%
B/E move
17.0%
Puts
Pseudo strike
10.41
IV
60.7%
B/E move
9.7%

40Δ

Calls
Pseudo strike
12.04
IV
65.5%
B/E move
14.0%
Puts
Pseudo strike
10.67
IV
55.2%
B/E move
7.7%

45Δ

Calls
Pseudo strike
11.66
IV
59.6%
B/E move
11.0%
Puts
Pseudo strike
10.93
IV
49.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
11.29
IV
53.6%
B/E move
8.0%
Puts
Pseudo strike
11.13
IV
47.0%
B/E move
4.7%

55Δ

Calls
Pseudo strike
10.96
IV
48.8%
B/E move
5.5%
Puts
Pseudo strike
11.29
IV
45.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
10.77
IV
47.5%
B/E move
4.8%
Puts
Pseudo strike
11.46
IV
44.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
10.59
IV
46.3%
B/E move
4.0%
Puts
Pseudo strike
11.63
IV
42.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
10.41
IV
45.1%
B/E move
3.3%
Puts
Pseudo strike
11.80
IV
40.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
10.23
IV
43.9%
B/E move
2.5%
Puts
Pseudo strike
11.97
IV
39.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
10.04
IV
42.7%
B/E move
1.8%
Puts
Pseudo strike
12.25
IV
39.1%
B/E move
0.9%

Options history

ASMH37.8139.0040.192026-10-20: 40.03%2026-10-21: 37.97%Oct 20Oct 21
Table
DateIV
40.03%
37.97%