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ASML Holding N.V. New York Registry Shares ASML

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-16T02:26:16.693Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:37.900645496Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T02:26:15.954879+00:00

Research2026-08-31 · 16 entries · 10 trades · 0 option records · 6747 price bars

Share price$1,647.74
1D+1.7%
AH$1,593$1,613$1,632$1,652$1,6715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASML
Sold putSold callAH

ASML Holding N.V. New York Registry Shares options

Live interpolated ASML call and put midpoint premiums by absolute delta.ASML Holding N.V. New York Registry Shares$1.32$23.22$45.12$67.02$88.91$1591.70$1621.02$1650.35$1679.68$1709.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASML spot · $1647.74ASML PRICE$5.27$7.09$9.36$11.57$14.84$17.25$21.51$25.12$29.81$39.10$44.75$57.04$82.60$3.69$4.86$6.07$7.35$8.43$9.42$11.32$12.85$13.90$14.90$15.90$19.81$21.12
PutsCheap0.62×
CallsExpensive1.38×
SkewBullish-35.88 pp
Implied moveBullish±$32.82
TiltBullish41.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1689.3655.4%2.8%1620.9037.9%1.9%
25Δ1681.5455.9%2.5%1626.5537.4%1.6%
30Δ1675.1057.9%2.2%1631.7436.5%1.3%
35Δ1667.9857.8%1.9%1636.2735.8%1.1%
40Δ1662.1261.2%1.8%1640.7234.0%0.9%
45Δ1655.2760.1%1.5%1644.6731.9%0.8%
50Δ1648.8463.8%1.4%1648.1932.4%0.7%
55Δ1641.9063.9%1.2%1651.4831.7%0.6%
60Δ1634.5965.7%1.0%1654.5629.6%0.4%
65Δ1624.4475.1%1.0%1657.1327.6%0.3%
70Δ1615.6874.7%0.8%1659.6125.5%0.2%
75Δ1601.8083.0%0.7%1664.2227.5%0.2%
80Δ1575.70105.1%0.6%1666.3825.4%0.2%

20Δ

Calls
Pseudo strike
1689.36
IV
55.4%
B/E move
2.8%
Puts
Pseudo strike
1620.90
IV
37.9%
B/E move
1.9%

25Δ

Calls
Pseudo strike
1681.54
IV
55.9%
B/E move
2.5%
Puts
Pseudo strike
1626.55
IV
37.4%
B/E move
1.6%

30Δ

Calls
Pseudo strike
1675.10
IV
57.9%
B/E move
2.2%
Puts
Pseudo strike
1631.74
IV
36.5%
B/E move
1.3%

35Δ

Calls
Pseudo strike
1667.98
IV
57.8%
B/E move
1.9%
Puts
Pseudo strike
1636.27
IV
35.8%
B/E move
1.1%

40Δ

Calls
Pseudo strike
1662.12
IV
61.2%
B/E move
1.8%
Puts
Pseudo strike
1640.72
IV
34.0%
B/E move
0.9%

45Δ

Calls
Pseudo strike
1655.27
IV
60.1%
B/E move
1.5%
Puts
Pseudo strike
1644.67
IV
31.9%
B/E move
0.8%

50Δ

Calls
Pseudo strike
1648.84
IV
63.8%
B/E move
1.4%
Puts
Pseudo strike
1648.19
IV
32.4%
B/E move
0.7%

55Δ

Calls
Pseudo strike
1641.90
IV
63.9%
B/E move
1.2%
Puts
Pseudo strike
1651.48
IV
31.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
1634.59
IV
65.7%
B/E move
1.0%
Puts
Pseudo strike
1654.56
IV
29.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
1624.44
IV
75.1%
B/E move
1.0%
Puts
Pseudo strike
1657.13
IV
27.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
1615.68
IV
74.7%
B/E move
0.8%
Puts
Pseudo strike
1659.61
IV
25.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
1601.80
IV
83.0%
B/E move
0.7%
Puts
Pseudo strike
1664.22
IV
27.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
1575.70
IV
105.1%
B/E move
0.6%
Puts
Pseudo strike
1666.38
IV
25.4%
B/E move
0.2%

Company coverage

Moat

Widest in the Portfolio

100% monopoly on extreme ultraviolet (EUV) lithography equipment. No other company on Earth can build EUV machines. Sustained by 30 years of iterative improvements, supplier relationships, and manufacturing processes refined through trial and error.…

Physical assets

Strongest

Veldhoven, Netherlands HQ is where the world's most advanced lithography systems are developed, assembled, and tested. Purpose-built for EUV manufacturing with specialized cleanrooms and irreplaceable institutional knowledge. 60+ global locations, b…

Software / hardware

Software25%
Hardware75%

Growth. High-NA EUV transition locks every advanced foundry into multi-year ASML capex cycles as 100% lithography monopoly sustains $30B+ annual demand through 2030+. Primary assets. 100% EUV/High-NA lithography monopoly, Veldhoven Netherlands HQ an…

Latest entries
  1. manual · sw-hw

    Growth. High-NA EUV transition locks every advanced foundry into multi-year ASML capex cycles as 100% lithography monopoly sustains $30B+ annual demand through 2030+. Primary assets. 100% EUV/High-NA lithography monopoly, Veldhov…

  2. manual · physical-assets

    Veldhoven, Netherlands HQ is where the world's most advanced lithography systems are developed, assembled, and tested. Purpose-built for EUV manufacturing with specialized cleanrooms and irreplaceable institutional knowledge. 60+…

  3. manual · moat

    100% monopoly on extreme ultraviolet (EUV) lithography equipment. No other company on Earth can build EUV machines. Sustained by 30 years of iterative improvements, supplier relationships, and manufacturing processes refined thro…

Recent records
Action Type Relative size
BUY Equity +100%
BUY Equity +13%
BUY Equity +67%
BUY Equity +22%
BUY Equity +6%
BUY Equity +20%
BUY Equity +10%
BUY Equity +1%
BUY Equity +0%
BUY Equity +0%

Notes

Full portfolio moat / asset analysis

100% monopoly on extreme ultraviolet (EUV) lithography equipment. No other company on Earth can build EUV machines. Sustained by 30 years of iterative improvements, supplier relationships, and manufacturing processes refined through trial and error. High-NA EUV represents an even steeper barrier. Customer lock-in is nearly absolute: chipmakers have no alter…

Full portfolio moat / asset analysis

Veldhoven, Netherlands HQ is where the world's most advanced lithography systems are developed, assembled, and tested. Purpose-built for EUV manufacturing with specialized cleanrooms and irreplaceable institutional knowledge. 60+ global locations, but Veldhoven is the crown jewel — virtually irreplaceable.