ASML Holding N.V. (ASML)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:34 UTC · Figures derived from the full chain (5,320 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±9.8% (range 1,479.86–1,800.96) by Nov 20, 2026. ATM straddle: 160.55 @ strike 1,640 · ATM IV: 39.5%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 1,476.37 | -10% | 80.0% | 20.0% |
| 1,558.39 | -5% | 64.8% | 35.2% |
| 1,640.41 | -0% | 47.7% | 52.3% |
| 1,722.43 | +5% | 31.7% | 68.3% |
| 1,804.46 | +10% | 19.1% | 80.9% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±4.8% | 40.9% | 11.8K |
| Oct 30, 2026 | 11 | ±6.6% | 42.1% | 5,627 |
| Nov 06, 2026 | 18 | ±8.0% | 41.8% | 3,254 |
| Nov 13, 2026 | 25 | ±9.0% | 40.4% | 1,168 |
| Nov 20, 2026 | 32 | ±9.8% | 39.5% | 22.3K |
| Nov 27, 2026 | 39 | ±10.6% | 39.2% | 929 |
| Dec 18, 2026 | 60 | ±12.8% | 38.6% | 27.2K |
| Jan 15, 2027 | 88 | ±15.2% | 37.9% | 34.2K |
| Feb 19, 2027 | 123 | ±18.3% | 39.0% | 3,495 |
| Mar 19, 2027 | 151 | ±20.2% | 39.0% | 9,785 |
| Apr 16, 2027 | 179 | ±22.0% | 39.1% | 3,512 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 2,000 C · 2,0391,900 C · 1,4261,400 P · 1,2831,600 P · 1,2441,500 P · 1,244
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 63.4% of the time.
Past earnings reactions
Avg |reaction| 6.4% · median 6.3% (21 reports). Two-session close-to-close window; definition
About ASML Holding N.V.
ASML Holding N.V. provides lithography solutions for the development, production, marketing, sales, upgrading, and servicing of advanced semiconductor equipment systems. The company offers lithography, metrology, and inspection systems. It also provides extreme ultraviolet lithography systems; and deep ultraviolet lithography systems comprising immersion and dry lithography systems solutions to manufacture various range of semiconductor nodes and technologies. In addition, the company offers metrology and inspection systems, including YieldStar optical metrology systems, a diffraction-based wafer metrology platform to assess the quality of patterns on the wafers; and HMI electron beam solutions to locate and analyze individual chip defects. Further, it provides computational lithography solutions, and lithography systems and control software solutions; and refurbishes and upgrades lithography systems, as well as offers customer support and related services. Additionally, the company offers hardware, software, and services to chipmakers to produce the patterns of integrated circuits. It operates in Japan, South Korea, Singapore, Taiwan, China, rest of Asia, the Netherlands, rest of
Technology · Semiconductors · NASDAQ · Profile: Financial Modeling Prep
Related securities · Technology
NVDA · IV 38.8%AAPL · IV 27.2%INTC · IV 66.0%MU · IV 51.3%PLTR · IV 62.9%MSTR · IV 72.1%