Dated end-of-day edition
JW Intelligence Report

ASML Holding NV / ASML

StockTechnologySemiconductors
JW Rank65.3/ 100
Official close$1,735.00-0.01 (+0.00%)
Bid$1,731.16
Ask$1,734.75
Previous close$1,735.01
ATR (14)3.37%
RSI (14)47.6
Volume603,566
Model reference$1,700.00
Upside scenario$1,820.00
Risk reference$1,650.00
Decision summary

ASML Option Market Prices in Continued Growth Potential

ConstructiveHigh confidence

The ASML option market reflects a bullish outlook, pricing in continued growth potential despite recent pullbacks. High implied volatility suggests anticipation of significant price swings, likely driven by upcoming earnings and broader AI-related developments.

Wheel contextThe market anticipates volatility driven by upcoming earnings and broader AI trends.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Neutral/Hold with possible dip-buy; expect continued consolidation or modest volatility in 1-3 weeks given mixed technicals, sector rotation and premium valuation. High uncertainty from macro, rates, China news or AI-capex shifts. Not a high-conviction short-term trade.

Three-month outlook

Constructive but uncertain: AI-driven foundry/memory capex, raised 2026 guidance, capacity ramps and High-NA progress support further gains toward $1900-2100 if Q3 (Oct) delivers and orders remain strong; however, 40%+ valuation premium vs some DCF estimates, China/export risks, potential semiconductor cyclicality and execution on rapid expansion introduce meaningful downside risk. Analyst targets imply ~20%+ upside but outcomes highly dependent on AI spend sustainability and geopolitics.


Market sentiment context

Mixed/cautiously constructive: longer-term posts emphasize EUV monopoly, AI demand, raised guidance, buybacks and reasonable forward multiples as reasons to accumulate; recent posts note sector rotation (ASML lagging NVDA), trendline rejection, secondary-name weakness and high valuation/geopolitical overhangs, with some 'buy the dip' comments and inclusion in AI ETFs. Overall not euphoric.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,752.94
50D SMA$1,771.64
200D SMA$1,460.76
9D EMA$1,756.11
21D EMA$1,756.23
20D MVWAP$1,754.21
YTD VWAP$1,564.25
Daily reference VWAP$1,735.30
Price vs 20D SMA-1.02%
Price vs 50D SMA-2.07%
Price vs 200D SMA18.77%
Momentum kinematics10 observations
RSI (7)41.33
RSI (14)47.57
RSI (21)49.24
Stochastic K18.53
Stochastic D26.24
MACD line2.93
MACD histogram7.85
ADX (14)10.48
MACD acceleration-2.45
RSI velocity-0.20
Volatility and price boundaries11 observations
ATR (14)-2.19
ATR (14) %3.37%
Bollinger upper$1,883.23
Bollinger middle$1,752.94
Bollinger lower$1,622.64
Bollinger position0.43%
Volatility environmentMedium
20D realized volatility33.09%
Observed range position42.01%
5D true high$1,771.00
5D true low$1,719.11
Participation and institutional flow7 observations
Volume603,566
20D average volume774,470
Volume vs 20D average0.78x
20D SMA velocity7.33
50D SMA velocity-2.24
Institutional flow14.06
ATR velocity-2.19
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,735.00
DateAug 27, 2026
Volume605,670
Vwap D$1,735.30
Mvwap 20$1,754.21
Change-0.01
Change Percentage 0.0%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,752.94
Sma 50$1,771.64
Sma 200$1,460.76
Ema 9$1,756.11
Ema 21$1,756.23
Momentum structure9 observations
Rsi 741.33
Rsi 1447.57
Rsi 2149.24
Rsi SignalNeutral
Stoch K18.53
Stoch D26.24
Macd Line2.93
Macd SignalBullish
Macd Hist7.85
Volatility structure3 observations
Atr58.39
Atr Pct3.37%
EnvironmentMedium
Option market context3 observations
Current Iv41.76
Iv Rank35.08
Iv Percentile29.48%
Price boundaries8 observations
Bb Upper1,883.2
Bb Middle1,752.9
Bb Lower1,622.6
Bb Pctb0.43
True High$1,751.78
True Low$1,719.11
True High 5d$1,771.00
True Low 5d$1,719.11
Three-day velocities7 observations
Sma20$7.33
Sma50$-2.24
Mvwap20$14.06
Macd-2.45
Rsi-0.20
Volume-17,030
Atr-2.19
Risk radar5 observations
Earnings RiskLow
Earnings DateOct 14, 2026
Macro RiskUnknown
Vol RiskMedium
Structure RiskLow
Deterministic scoring

JW Rank factors

Higher scores indicate stronger observed structure
LiquidityTrading capacity and quote quality proxyCoverage 100%
86
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
73
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
56
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
56
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
91
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
54

JW Rank is not a buy/sell rating, and coverage measures field availability—not accuracy or certainty.

Options Intelligence

What the closing chain was pricing

ASML Option Market Prices in Continued Growth Potential

The ASML option market reflects a bullish outlook, pricing in continued growth potential despite recent pullbacks. High implied volatility suggests anticipation of significant price swings, likely driven by upcoming earnings and broader AI-related developments.

Front ATM IV42.91%
Current IV40.83%
IV Rank32.84
IV Percentile26.29%
25Δ skew-0.71
Term slope-4.49
Term structureBackwardation
Quote coverage100%
Median option spread19.52%
Term structure

Implied volatility by expiration

3 observed expirations
42.9%38.4%
ExpirationDTEATM IVState
2026-08-281.0042.91%
2026-09-048.0040.64%
2026-09-1115.0038.42%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,695.00
Long strike$1,690.00
Net credit / share$1.15
Credit / width23.00%
$115$-385$1,687.25$1,697.75Expiration payoff per standard 100-share contract
Evidence used
  • ASML's front-month options exhibit elevated implied volatility (42.91%), indicating market expectations for substantial price movement in the near term.
  • The term structure is backwardated, with shorter-dated options more expensive than longer-dated ones, suggesting a belief that significant events are likely to occur soon.
  • Strong demand for call options, particularly those at higher strike prices, points towards optimism about future price appreciation.
Risk context
  • Geopolitical risks, particularly related to China and export controls, could negatively impact ASML's business.
  • High valuation multiples may make the stock susceptible to profit-taking if growth expectations are not met.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score71.20

The market anticipates volatility driven by upcoming earnings and broader AI trends.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.05B
Underlying bid/ask spread0.90%
Option quote coverage100%
Median option spread19.52%
Fundamental intelligence

Business quality context

Factor score91.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

ASML Covered Call signal

Aug 27, 2026 9:43 AM EDT

Covered Call | 2026-08-28 | short $1735.00 | $21.10 credit | High turnover

Generalized structural observation only; no quantity, order instruction or personalized recommendation is provided.

Company and fundamental profile

ASML Holding NV at a glance

Dated valuation, quality, growth and shareholder context

Market position and valuation

Market capitalization$573.36B
P/E (TTM)57.5×
Beta2.27
52-week range$611.80 – $1,741.00
52-week return135.78%
Shares outstanding388.15M

Profitability and financial quality

Return on equity41.52%
Operating margin34.82%
Net margin29.49%
Debt / equity0.19×

Growth and cash generation

Revenue growth (3Y)15.55%
EPS growth (3Y)17.79%
Free cash flow CAGR (5Y)24.71%
Revenue / share (TTM)91.69
Book value / share67.68

Shareholder return and calendar

Dividend yield0.94%

Trading and reference facts

MarketNyse Euronext Euronext Amsterdam
CountryNl
CurrencyEur
IPO date1995-02-01
Company website
Methodology, edition and field coverage
EditionOfficial Close
Ready sections3 / 3
Report identitybbab12d0b6f247906d5a9fa3

JW Rank is deterministic and is not a buy/sell rating. Narrative sections explain dated evidence and do not change the score or observed facts. Coverage measures field availability, not accuracy or certainty. This public edition remains fixed.

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Important disclosures. Generalized market-structure research only. This report does not consider holdings, objectives, risk tolerance or financial circumstances and is not an investment recommendation, transaction instruction, offer, solicitation or return forecast. Market data, model scores and AI explanations may be delayed, incomplete or incorrect. Past, hypothetical, model and settled-signal results do not predict future results. Options are complex and may involve loss of the entire premium, substantial or theoretically unlimited loss, assignment, early exercise, margin, liquidity and execution risk. Before trading standardized options, read the OCC’s Characteristics and Risks of Standardized Options. Terms of Use · Privacy Policy