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ASML Holding N.V. New York Registry Shares ASML

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-15T23:38:30.720Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:36:18.788189454Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T23:32:32.778740+00:00

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

Share price$1,647.00
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$16.34$66.38$116.42$166.46$216.50$1368.55$1510.23$1651.91$1793.59$1935.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASML spot · $1647.00ASML PRICE$21.75$29.36$36.78$46.23$56.01$65.24$78.00$89.26$103.43$122.76$144.20$169.10$202.07$22.58$30.00$38.23$47.25$55.83$67.32$79.15$90.51$106.82$121.94$142.89$158.04$188.04
PutsCheap0.82×
CallsFair0.97×
SkewBullish-5.79 pp
Implied moveBalanced±$157.15
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1851.8339.9%13.8%1509.6437.0%9.7%
25Δ1816.0840.5%12.0%1540.0036.7%8.3%
30Δ1779.3339.8%10.3%1567.2236.5%7.2%
35Δ1750.9140.6%9.1%1592.6036.3%6.2%
40Δ1722.0440.8%8.0%1617.3835.5%5.2%
45Δ1693.0340.0%6.8%1640.5635.8%4.5%
50Δ1667.1040.9%6.0%1663.8635.7%3.8%
55Δ1640.4240.2%5.0%1686.5035.0%3.1%
60Δ1614.0740.4%4.3%1711.3035.5%2.6%
65Δ1585.3541.9%3.7%1735.4435.0%2.0%
70Δ1554.3743.0%3.1%1763.6735.4%1.6%
75Δ1520.3444.1%2.6%1787.0534.0%1.1%
80Δ1479.2046.1%2.1%1823.0434.7%0.7%

20Δ

Calls
Pseudo strike
1851.83
IV
39.9%
B/E move
13.8%
Puts
Pseudo strike
1509.64
IV
37.0%
B/E move
9.7%

25Δ

Calls
Pseudo strike
1816.08
IV
40.5%
B/E move
12.0%
Puts
Pseudo strike
1540.00
IV
36.7%
B/E move
8.3%

30Δ

Calls
Pseudo strike
1779.33
IV
39.8%
B/E move
10.3%
Puts
Pseudo strike
1567.22
IV
36.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
1750.91
IV
40.6%
B/E move
9.1%
Puts
Pseudo strike
1592.60
IV
36.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
1722.04
IV
40.8%
B/E move
8.0%
Puts
Pseudo strike
1617.38
IV
35.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
1693.03
IV
40.0%
B/E move
6.8%
Puts
Pseudo strike
1640.56
IV
35.8%
B/E move
4.5%

50Δ

Calls
Pseudo strike
1667.10
IV
40.9%
B/E move
6.0%
Puts
Pseudo strike
1663.86
IV
35.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
1640.42
IV
40.2%
B/E move
5.0%
Puts
Pseudo strike
1686.50
IV
35.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
1614.07
IV
40.4%
B/E move
4.3%
Puts
Pseudo strike
1711.30
IV
35.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
1585.35
IV
41.9%
B/E move
3.7%
Puts
Pseudo strike
1735.44
IV
35.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
1554.37
IV
43.0%
B/E move
3.1%
Puts
Pseudo strike
1763.67
IV
35.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
1520.34
IV
44.1%
B/E move
2.6%
Puts
Pseudo strike
1787.05
IV
34.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
1479.20
IV
46.1%
B/E move
2.1%
Puts
Pseudo strike
1823.04
IV
34.7%
B/E move
0.7%

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%
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BUY Equity +67%
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BUY Equity +20%
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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.