Dated end-of-day edition
JW Intelligence Report

ASML Holding NV / ASML

StockTechnologySemiconductors
JW Rank63.6/ 100
Official close$1,683.01+17.87 (+1.07%)
Bid$1,681.00
Ask$1,686.00
Previous close$1,665.14
ATR (14)3.22%
RSI (14)42.7
Volume615,473
Model reference$1,650.00
Upside scenario$1,750.00
Risk reference$1,600.00
Decision summary

ASML Option Market Prices in Strong Long-Term Demand

BalancedHigh confidence

The ASML option market reflects a bullish outlook on the company's long-term prospects, despite recent short-term volatility. Implied volatility is elevated but term structure shows backwardation, suggesting traders expect future volatility to decrease. The strong demand for EUV and DUV lithography equipment, driven by AI chip manufacturing, is priced into the options market.

Wheel contextThe market is pricing in both short-term uncertainty and long-term bullishness. Recent news about China competition and US export restrictions are contributing to near-term volatility.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious wait-and-see or modest dip-buy; short-term bounce possible from oversold stochastics/support but geopolitics add high uncertainty. 1-3 week range likely 1620-1780.

Three-month outlook

Constructive toward 1800-2000 if Q3 (guided €11-12B) confirms demand and High-NA/capacity ramps proceed without major export bans. Strong AI-driven fundamentals support recovery, but elevated uncertainty from US-China tensions, potential AI capex slowdown, and valuation. Volatility expected.


Market sentiment context

Mixed-to-positive. Long-term bullish on EUV monopoly, AI demand, high quality metrics (ROIC, margins) and buy consensus. Short-term cautious amid pullback, geopolitics (China exports), and valuation. Some see support test near $1699 with possible bounce then correction; others wait for better entry rather than chasing. Viewed as quality compounder. ( )

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,756.84
50D SMA$1,756.33
200D SMA$1,473.86
9D EMA$1,712.96
21D EMA$1,733.35
20D MVWAP$1,764.94
YTD VWAP$1,566.14
Daily reference VWAP$1,673.72
Price vs 20D SMA-4.24%
Price vs 50D SMA-4.22%
Price vs 200D SMA14.14%
Momentum kinematics10 observations
RSI (7)34.02
RSI (14)42.67
RSI (21)46.03
Stochastic K8.80
Stochastic D6.63
MACD line-14.56
MACD histogram-2.59
ADX (14)13.44
MACD acceleration-4.12
RSI velocity-0.23
Volatility and price boundaries11 observations
ATR (14)-1.15
ATR (14) %3.22%
Bollinger upper$1,873.52
Bollinger middle$1,756.84
Bollinger lower$1,640.15
Bollinger position0.18%
Volatility environmentMedium
20D realized volatility30.41%
Observed range position30.00%
5D true high$1,751.78
5D true low$1,650.20
Participation and institutional flow7 observations
Volume615,473
20D average volume722,828
Volume vs 20D average0.85x
20D SMA velocity0.18
50D SMA velocity-3.96
Institutional flow1.94
ATR velocity-1.15
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,683.01
DateSep 2, 2026
Volume615,473
Vwap D$1,673.72
Mvwap 20$1,764.94
Change17.87
Change Percentage1.07%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,756.84
Sma 50$1,756.33
Sma 200$1,473.86
Ema 9$1,712.96
Ema 21$1,733.35
Momentum structure9 observations
Rsi 734.02
Rsi 1442.67
Rsi 2146.03
Rsi SignalNeutral
Stoch K8.80
Stoch D6.63
Macd Line-14.56
Macd SignalBearish
Macd Hist-2.59
Volatility structure3 observations
Atr54.14
Atr Pct3.22%
EnvironmentMedium
Option market context3 observations
Current Iv39.46
Iv Rank27.08
Iv Percentile22.22%
Price boundaries8 observations
Bb Upper1,873.5
Bb Middle1,756.8
Bb Lower1,640.2
Bb Pctb0.18
True High$1,688.66
True Low$1,650.20
True High 5d$1,751.78
True Low 5d$1,650.20
Three-day velocities7 observations
Sma20$0.18
Sma50$-3.96
Mvwap20$1.94
Macd-4.12
Rsi-0.23
Volume-84,636
Atr-1.15
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%
94
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
68
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
48
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
64
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
91
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
48

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 Strong Long-Term Demand

The ASML option market reflects a bullish outlook on the company's long-term prospects, despite recent short-term volatility. Implied volatility is elevated but term structure shows backwardation, suggesting traders expect future volatility to decrease. The strong demand for EUV and DUV lithography equipment, driven by AI chip manufacturing, is priced into the options market.

Front ATM IV40.38%
Current IV38.11%
IV Rank23.70
IV Percentile19.84%
25Δ skew2.61
Term slope-3.23
Term structureBackwardation
Quote coverage100%
Median option spread11.39%
Term structure

Implied volatility by expiration

3 observed expirations
40.4%37.2%
ExpirationDTEATM IVState
2026-09-042.0040.38%
2026-09-119.0037.54%
2026-09-1816.0037.15%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,645.00
Long strike$1,640.00
Net credit / share$1.40
Credit / width28.00%
$140$-360$1,637.25$1,647.75Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$1,715.00
Long strike$1,720.00
Net credit / share$1.15
Credit / width23.00%
$115$-385$1,712.25$1,722.75Expiration payoff per standard 100-share contract
Evidence used
  • Implied volatility is currently 38.11%, reflecting investor uncertainty surrounding geopolitical risks and potential export restrictions.
  • The term structure of implied volatility shows backwardation, with near-term options more expensive than longer-term options, suggesting a belief that future volatility will decrease.
  • Strong demand for ASML's EUV and DUV lithography equipment is evident in the company's recent earnings beat and raised guidance.
  • Analysts maintain a strong buy rating on ASML with a 12-month target price of $2,155, reflecting confidence in the company's long-term growth potential.
Risk context
  • Geopolitical risks, particularly US pressure on the Netherlands to restrict ASML's sales to China, could negatively impact revenue growth.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score67.30

The market is pricing in both short-term uncertainty and long-term bullishness. Recent news about China competition and US export restrictions are contributing to near-term volatility.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.04B
Underlying bid/ask spread0.18%
Option quote coverage100%
Median option spread11.39%
Fundamental intelligence

Business quality context

Factor score91.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

ASML Covered Call signal

Sep 2, 2026 10:23 AM EDT

Covered Call | 2026-09-04 | short $1675.00 | $21.80 credit | High turnover | also meets Conservative

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$554.57B
P/E (TTM)57.5×
Beta2.26
52-week range$628.10 – $1,741.00
52-week return124.18%
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 identity028cc5bce607ea601127ac13

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