Dated end-of-day edition
JW Intelligence Report

ASML Holding NV / ASML

StockTechnologySemiconductors
JW Rank63.9/ 100
Official close$1,711.00+64.81 (+3.94%)
Bid$1,705.65
Ask$1,717.00
Previous close$1,646.19
ATR (14)3.28%
RSI (14)48.3
Volume865,574
Model reference$1,685.00
Upside scenario$1,820.00
Risk reference$1,630.00
Decision summary

ASML Option Market Prices in Continued Bullishness

BalancedHigh confidence

The ASML option market displays a bullish sentiment, reflecting investor optimism driven by strong recent earnings, robust demand for EUV lithography equipment, and the company's position as a key player in the AI chip manufacturing landscape.

Wheel contextThe option market reflects a belief that ASML's strong fundamentals and growth prospects will continue to drive share price appreciation.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious/watchful; potential long on confirmed rebound or dip-buy if support holds, given today's momentum but mixed technicals and high valuation. High uncertainty from upcoming Oct earnings, AI capex sustainability, and macro/geopolitical risks. Not financial advice; position sizing and personal risk tolerance critical.

Three-month outlook

Constructive bias toward $1,850-$2,100 range if Q3 guidance (expected €11-12B sales) is met and AI/memory demand persists, supported by capacity additions, large orders, and monopoly position. However, substantial uncertainty exists due to elevated valuation leaving little room for disappointment, potential China trade restrictions impacting revenue, slower High-NA uptake, broader semiconductor cycle risks, and market volatility around October earnings. Long-term AI tailwinds remain intact but short-to-medium term could see consolidation or pullback. Identify all forecasts as highly uncertain and not guaranteed.


Market sentiment context

Predominantly bullish among investors citing ASML's EUV monopoly, AI-driven orders (SK Hynix, Japan expansion, Rapidus 2nm), analyst target hikes (e.g., UBS), and role as AI infrastructure enabler. Caution expressed on stretched valuation (52x trailing PE, premium to peers), geopolitics/China restrictions (~20% revenue exposure), High-NA adoption delays/costs, and thinner order visibility after stopping quarterly bookings disclosure. Overall positive long-term compounding view as semiconductor chokepoint, mixed-to-cautious near-term after pullback from highs. Sentiment data limited and includes promotional noise; high uncertainty in representativeness.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,752.62
50D SMA$1,751.47
200D SMA$1,480.53
9D EMA$1,702.66
21D EMA$1,724.47
20D MVWAP$1,757.63
YTD VWAP$1,567.14
Daily reference VWAP$1,704.15
Price vs 20D SMA-2.15%
Price vs 50D SMA-2.09%
Price vs 200D SMA15.83%
Momentum kinematics10 observations
RSI (7)50.55
RSI (14)48.30
RSI (21)48.92
Stochastic K23.42
Stochastic D13.90
MACD line-17.66
MACD histogram-8.31
ADX (14)14.29
MACD acceleration-1.97
RSI velocity2.74
Volatility and price boundaries11 observations
ATR (14)0.30
ATR (14) %3.28%
Bollinger upper$1,878.55
Bollinger middle$1,752.62
Bollinger lower$1,626.70
Bollinger position0.35%
Volatility environmentMedium
20D realized volatility33.40%
Observed range position37.42%
5D true high$1,721.66
5D true low$1,619.34
Participation and institutional flow7 observations
Volume865,574
20D average volume741,681
Volume vs 20D average1.17x
20D SMA velocity-1.34
50D SMA velocity-2.26
Institutional flow-2.41
ATR velocity0.30
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,711.00
DateSep 4, 2026
Volume865,574
Vwap D$1,704.15
Mvwap 20$1,757.63
Change64.81
Change Percentage3.94%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,752.62
Sma 50$1,751.47
Sma 200$1,480.53
Ema 9$1,702.66
Ema 21$1,724.47
Momentum structure9 observations
Rsi 750.55
Rsi 1448.30
Rsi 2148.92
Rsi SignalNeutral
Stoch K23.42
Stoch D13.90
Macd Line-17.66
Macd SignalBearish
Macd Hist-8.31
Volatility structure3 observations
Atr56.25
Atr Pct3.28%
EnvironmentMedium
Option market context3 observations
Current Iv37.90
Iv Rank23.20
Iv Percentile19.05%
Price boundaries8 observations
Bb Upper1,878.6
Bb Middle1,752.6
Bb Lower1,626.7
Bb Pctb0.35
True High$1,721.66
True Low$1,646.19
True High 5d$1,721.66
True Low 5d$1,619.34
Three-day velocities7 observations
Sma20$-1.34
Sma50$-2.26
Mvwap20$-2.41
Macd-1.97
Rsi2.74
Volume85,366
Atr0.30
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%
69
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
53
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%
42

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 Bullishness

The ASML option market displays a bullish sentiment, reflecting investor optimism driven by strong recent earnings, robust demand for EUV lithography equipment, and the company's position as a key player in the AI chip manufacturing landscape.

Front ATM IV38.13%
Current IV38.29%
IV Rank24.16
IV Percentile19.44%
25Δ skew-0.30
Term slope0.87
Term structureFlat
Quote coverage100%
Median option spread17.09%
Term structure

Implied volatility by expiration

3 observed expirations
39.0%38.1%
ExpirationDTEATM IVState
2026-09-117.0038.13%
2026-09-1814.0038.83%
2026-09-2521.0039.00%
Evidence used
  • Implied volatility is elevated at 38.29%, suggesting market participants anticipate significant price swings in the near term.
  • The front-month ATM IV is 38.13% with a slight upward sloping term structure, indicating a belief that future volatility will remain elevated.
  • Call options are more expensive than put options, as evidenced by the positive delta skew of 0.3 points.
  • Strong demand for call options, particularly those with strikes above the current price, suggests bullish sentiment and expectations for further upside potential.
Risk context
  • Geopolitical risks, particularly those related to China, could negatively impact ASML's revenue if export restrictions are imposed.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score69.10

The option market reflects a belief that ASML's strong fundamentals and growth prospects will continue to drive share price appreciation.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.48B
Underlying bid/ask spread0.66%
Option quote coverage100%
Median option spread17.09%
Fundamental intelligence

Business quality context

Factor score91.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

ASML Covered Call signal

Sep 4, 2026 9:35 AM EDT

Covered Call | 2026-09-11 | short $1695.00 | $39.50 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$552.27B
P/E (TTM)53.0×
Beta2.29
52-week range$664.10 – $1,741.00
52-week return113.69%
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 identityd466670d4253025d597b8cc6

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