Dated end-of-day edition
JW Intelligence Report

ASML Holding NV / ASML

StockTechnologySemiconductors
JW Rank56.9/ 100
Official close$1,695.00-1.16 (-0.07%)
Bid$1,691.05
Ask$1,696.00
Previous close$1,696.16
ATR (14)3.31%
RSI (14)43.4
Volume717,940
Model reference$1,670.00
Upside scenario$1,760.00
Risk reference$1,620.00
Decision summary

ASML Option Market Prices in Continued Growth Potential

BalancedHigh confidence

The US options market for ASML reflects a bullish outlook, despite recent price pullbacks. Implied volatility is elevated but suggests continued growth expectations driven by strong demand for AI-related chip manufacturing equipment.

Wheel contextThe bullish sentiment is supported by the recent earnings beat and raised guidance, indicating robust demand for ASML's products.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious Hold. Short-term technicals indicate consolidation/weakness after recent decline with no clear breakout; high uncertainty from geopolitics and valuation makes aggressive trading unattractive. Consider small dip-buy only if support holds.

Three-month outlook

Moderately bullish with potential retest of $1,800-$2,000 if AI capex remains robust and guidance converts, supported by ~16% implied upside to analyst consensus ~$1,970. However, elevated uncertainty from US-China tensions, possible tighter export controls/tariffs, premium valuation, and market volatility could lead to further pullback toward $1,500-$1,600. Fundamentals remain strong but near-term risks are significant.


Market sentiment context

Predominantly bullish on long-term monopoly in EUV lithography, AI/memory demand tailwinds, buybacks, and quality metrics (high ROIC). Some view current levels as reasonable or a buying opportunity post-pullback, with Elliott Wave targets $2,108-$2,287 and BofA calling it a top pick. Mixed/cautious views on rich valuation (requiring high growth), China export risks, and short-term technical weakness. Institutional activity split (some adding, others reducing).

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,758.97
50D SMA$1,763.54
200D SMA$1,467.41
9D EMA$1,734.50
21D EMA$1,745.79
20D MVWAP$1,764.96
YTD VWAP$1,565.45
Daily reference VWAP$1,697.41
Price vs 20D SMA-3.58%
Price vs 50D SMA-3.83%
Price vs 200D SMA15.58%
Momentum kinematics10 observations
RSI (7)31.86
RSI (14)43.35
RSI (21)46.69
Stochastic K6.09
Stochastic D10.99
MACD line-6.20
MACD histogram3.43
ADX (14)11.56
MACD acceleration-3.89
RSI velocity-1.81
Volatility and price boundaries11 observations
ATR (14)-1.40
ATR (14) %3.31%
Bollinger upper$1,870.25
Bollinger middle$1,758.97
Bollinger lower$1,647.69
Bollinger position0.22%
Volatility environmentMedium
20D realized volatility33.74%
Observed range position33.12%
5D true high$1,769.99
5D true low$1,679.33
Participation and institutional flow7 observations
Volume717,940
20D average volume750,298
Volume vs 20D average0.96x
20D SMA velocity3.40
50D SMA velocity-3.16
Institutional flow6.20
ATR velocity-1.40
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,695.00
DateAug 31, 2026
Volume717,940
Vwap D$1,697.41
Mvwap 20$1,764.96
Change-1.16
Change Percentage 0.07%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,758.97
Sma 50$1,763.54
Sma 200$1,467.41
Ema 9$1,734.50
Ema 21$1,745.79
Momentum structure9 observations
Rsi 731.86
Rsi 1443.35
Rsi 2146.69
Rsi SignalNeutral
Stoch K6.09
Stoch D10.99
Macd Line-6.20
Macd SignalBullish
Macd Hist3.43
Volatility structure3 observations
Atr56.16
Atr Pct3.31%
EnvironmentMedium
Option market context3 observations
Current Iv38.47
Iv Rank24.60
Iv Percentile20.72%
Price boundaries8 observations
Bb Upper1,870.3
Bb Middle1,759.0
Bb Lower1,647.7
Bb Pctb0.22
True High$1,716.90
True Low$1,679.33
True High 5d$1,769.99
True Low 5d$1,679.33
Three-day velocities7 observations
Sma20$3.40
Sma50$-3.16
Mvwap20$6.20
Macd-3.89
Rsi-1.81
Volume80,410
Atr-1.40
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%
95
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
56
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
49
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
32
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
91
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
43

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 US options market for ASML reflects a bullish outlook, despite recent price pullbacks. Implied volatility is elevated but suggests continued growth expectations driven by strong demand for AI-related chip manufacturing equipment.

Front ATM IV41.90%
Current IV38.90%
IV Rank25.69
IV Percentile21.12%
25Δ skew-1.88
Term slope-3.89
Term structureBackwardation
Quote coverage100%
Median option spread10.02%
Term structure

Implied volatility by expiration

3 observed expirations
41.9%38.0%
ExpirationDTEATM IVState
2026-09-044.0041.90%
2026-09-1111.0038.37%
2026-09-1818.0038.01%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,640.00
Long strike$1,635.00
Net credit / share$1.40
Credit / width28.00%
$140$-360$1,632.25$1,642.75Expiration payoff per standard 100-share contract
Evidence used
  • ASML's implied volatility of 38.9% indicates anticipation of significant price movement in the coming months.
  • The term structure shows a backwardated curve with near-term options more expensive than longer-dated options, suggesting market participants expect strong short-term performance.
  • Strong demand for ASML's EUV lithography equipment from memory chip manufacturers is driving revenue growth and positive earnings surprises.
Risk context
  • Geopolitical risks, including potential US export restrictions to China, could negatively impact ASML's business.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score55.70

The bullish sentiment is supported by the recent earnings beat and raised guidance, indicating robust demand for ASML's products.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.22B
Underlying bid/ask spread0.47%
Option quote coverage100%
Median option spread10.02%
Fundamental intelligence

Business quality context

Factor score91.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

ASML Covered Call signal

Aug 31, 2026 9:52 AM EDT

Covered Call | 2026-09-04 | short $1695.00 | $31.50 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$567.78B
P/E (TTM)57.5×
Beta2.26
52-week range$625.30 – $1,741.00
52-week return138.99%
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 identity75b50d69ad947d7798f128cf

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