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ASML Holding N.V. ADR ASML

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Market datapartial · fetched 2026-10-30T21:19:40.589Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-10-30T21:18:07.087547574Z

FundamentalsAlpha Vantage · unavailable

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

Share price$1,568.49
1D-1.3%
AH$1,530$1,551$1,571$1,592$1,6135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASML
Sold putSold callAH

ASML Holding N.V. ADR options

Live interpolated ASML call and put midpoint premiums by absolute delta.ASML Holding N.V. ADR$8.11$35.93$63.74$91.56$119.38$1433.48$1504.37$1575.26$1646.15$1717.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASML spot · $1568.49ASML PRICE$11.12$14.34$18.32$22.67$28.14$33.83$39.82$46.15$52.85$62.11$74.50$84.81$96.02$13.48$16.51$22.78$26.71$31.21$39.06$45.39$52.03$58.48$68.37$77.58$90.30$111.36
PutsExpensive1.12×
CallsExpensive1.36×
SkewBearish+2.04 pp
Implied moveBearish±$85.20
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1662.2647.3%6.7%1478.6653.6%6.6%
25Δ1641.2445.6%5.6%1502.6149.2%5.3%
30Δ1625.9445.8%4.8%1514.5452.9%4.9%
35Δ1611.7945.9%4.2%1531.8650.2%4.0%
40Δ1599.2847.2%3.8%1546.5948.5%3.4%
45Δ1586.1647.7%3.3%1559.7150.8%3.1%
50Δ1573.0847.8%2.8%1573.4450.1%2.6%
55Δ1560.0847.7%2.4%1586.8049.2%2.1%
60Δ1547.1647.2%2.0%1599.6647.8%1.7%
65Δ1533.1648.3%1.7%1614.2348.3%1.4%
70Δ1516.8150.5%1.5%1628.2647.5%1.1%
75Δ1501.6150.0%1.1%1645.0047.9%0.9%
80Δ1485.8749.1%0.9%1669.2050.6%0.7%

20Δ

Calls
Pseudo strike
1662.26
IV
47.3%
B/E move
6.7%
Puts
Pseudo strike
1478.66
IV
53.6%
B/E move
6.6%

25Δ

Calls
Pseudo strike
1641.24
IV
45.6%
B/E move
5.6%
Puts
Pseudo strike
1502.61
IV
49.2%
B/E move
5.3%

30Δ

Calls
Pseudo strike
1625.94
IV
45.8%
B/E move
4.8%
Puts
Pseudo strike
1514.54
IV
52.9%
B/E move
4.9%

35Δ

Calls
Pseudo strike
1611.79
IV
45.9%
B/E move
4.2%
Puts
Pseudo strike
1531.86
IV
50.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
1599.28
IV
47.2%
B/E move
3.8%
Puts
Pseudo strike
1546.59
IV
48.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
1586.16
IV
47.7%
B/E move
3.3%
Puts
Pseudo strike
1559.71
IV
50.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
1573.08
IV
47.8%
B/E move
2.8%
Puts
Pseudo strike
1573.44
IV
50.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
1560.08
IV
47.7%
B/E move
2.4%
Puts
Pseudo strike
1586.80
IV
49.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
1547.16
IV
47.2%
B/E move
2.0%
Puts
Pseudo strike
1599.66
IV
47.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
1533.16
IV
48.3%
B/E move
1.7%
Puts
Pseudo strike
1614.23
IV
48.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
1516.81
IV
50.5%
B/E move
1.5%
Puts
Pseudo strike
1628.26
IV
47.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
1501.61
IV
50.0%
B/E move
1.1%
Puts
Pseudo strike
1645.00
IV
47.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
1485.87
IV
49.1%
B/E move
0.9%
Puts
Pseudo strike
1669.20
IV
50.6%
B/E move
0.7%

Options history

ASML35.8451.2966.752026-08-03: 64.41%2026-08-04: 64.62%2026-08-05: 59.75%2026-08-06: 56.52%2026-08-07: 49.55%2026-08-10: 51.04%2026-08-11: 49.20%2026-08-12: 46.54%2026-08-13: 47.40%2026-08-14: 41.46%2026-08-17: 44.08%2026-08-18: 45.49%2026-08-19: 44.35%2026-08-20: 44.33%2026-08-21: 41.30%2026-08-24: 44.29%2026-08-25: 43.85%2026-08-26: 43.71%2026-08-27: 40.56%2026-08-28: 37.97%2026-08-31: 39.00%2026-09-01: 40.23%2026-09-02: 38.82%2026-09-03: 39.16%2026-09-04: 39.21%2026-09-08: 46.30%2026-09-09: 43.92%2026-09-10: 44.05%2026-09-11: 38.27%2026-09-14: 42.91%2026-09-15: 43.59%2026-09-16: 43.39%2026-09-17: 39.58%2026-09-18: 40.70%2026-09-21: 43.05%2026-09-22: 44.28%2026-09-23: 44.23%2026-09-24: 42.70%2026-09-25: 43.19%2026-09-28: 47.81%2026-09-29: 49.08%2026-09-30: 48.42%2026-10-01: 44.64%2026-10-02: 43.48%2026-10-05: 43.83%2026-10-06: 44.58%2026-10-07: 44.57%2026-10-08: 50.01%2026-10-09: 47.82%2026-10-12: 51.62%2026-10-13: 53.61%2026-10-14: 49.40%2026-10-15: 41.37%2026-10-16: 41.94%2026-10-19: 42.55%2026-10-20: 43.62%2026-10-21: 44.72%2026-10-22: 49.05%2026-10-23: 43.39%2026-10-26: 45.17%2026-10-27: 47.90%2026-10-28: 45.54%2026-10-29: 44.13%Aug 3Oct 29
Table
DateIV
64.41%
64.62%
59.75%
56.52%
49.55%
51.04%
49.20%
46.54%
47.40%
41.46%
44.08%
45.49%
44.35%
44.33%
41.30%
44.29%
43.85%
43.71%
40.56%
37.97%
39.00%
40.23%
38.82%
39.16%
39.21%
46.30%
43.92%
44.05%
38.27%
42.91%
43.59%
43.39%
39.58%
40.70%
43.05%
44.28%
44.23%
42.70%
43.19%
47.81%
49.08%
48.42%
44.64%
43.48%
43.83%
44.58%
44.57%
50.01%
47.82%
51.62%
53.61%
49.40%
41.37%
41.94%
42.55%
43.62%
44.72%
49.05%
43.39%
45.17%
47.90%
45.54%
44.13%

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
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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.