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ASML Holding N.V. New York Registry Shares ASML

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-03T13:43:24.550Z

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: 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 · 2026-11-03T00:53:26.314819646Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-02T04:35:04.888116+00:00

NewsAlpha Vantage · collected 2026-11-02T04:36:13.514878+00:00

Earnings observationsAlpha Vantage · collected 2026-11-02T04:34:49.560857+00:00

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

Share price$1,531.06
1D-3.1%
AH$1,514$1,537$1,560$1,583$1,6065:30 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$3.19$36.01$68.82$101.64$134.46$-1.53$-0.52$0.50$1.52$2.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEASML PRICE$6.74$8.52$10.78$12.13$14.01$76.09$16.99$23.03$78.22$124.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1630.4843.0%6.9%1464.95101.8%5.4%
25Δ1617.4340.7%6.2%1486.80103.0%4.4%
30Δ1608.1040.3%5.7%
35Δ1597.9136.7%5.2%
40Δ1590.1435.0%4.8%
45Δ
50Δ1587.14127.4%1.4%
55Δ
60Δ1645.78147.8%0.7%
65Δ
70Δ
75Δ
80Δ1465.1457.3%0.7%

20Δ

Calls
Pseudo strike
1630.48
IV
43.0%
B/E move
6.9%
Puts
Pseudo strike
1464.95
IV
101.8%
B/E move
5.4%

25Δ

Calls
Pseudo strike
1617.43
IV
40.7%
B/E move
6.2%
Puts
Pseudo strike
1486.80
IV
103.0%
B/E move
4.4%

30Δ

Calls
Pseudo strike
1608.10
IV
40.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1597.91
IV
36.7%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1590.14
IV
35.0%
B/E move
4.8%
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
1587.14
IV
127.4%
B/E move
1.4%

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
1645.78
IV
147.8%
B/E move
0.7%

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
1465.14
IV
57.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.59%
Daily close
ASML36.2%48.9%61.5%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%2026-10-30: 46.17%2026-11-02: 52.59%Aug 5Sep 18Nov 2
63 observations2026-08-05 — 2026-11-02
Table
DateIV (%)
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%
46.17%
52.59%

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%
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BUY Equity +20%
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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.

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