Dated end-of-day edition
JW Intelligence Report

ASML Holding NV / ASML

StockTechnologySemiconductors
JW Rank63.2/ 100
Official close$1,699.26+11.83 (+0.70%)
Bid$1,698.50
Ask$1,703.00
Previous close$1,687.43
ATR (14)3.22%
RSI (14)46.7
Volume548,741
Model reference$1,690.00
Upside scenario$1,780.00
Risk reference$1,655.00
Decision summary

ASML Option Market Prices in Continued Growth and Strong Demand

BalancedHigh confidence

The ASML option market reflects a bullish outlook, pricing in continued strong demand for its EUV lithography equipment driven by AI and semiconductor industry growth. High implied volatility suggests anticipation of significant price swings, potentially fueled by upcoming earnings reports and macroeconomic factors.

Wheel contextThe option market shows a balanced skew with slight put skew. This suggests that traders are anticipating potential upside but also acknowledging some downside risk.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious accumulate/buy on weakness for 1-3 weeks. High uncertainty from upcoming CPI data, potential Fed rate decision, and sector volatility. Premium valuation leaves limited margin for error. Not financial advice.

Three-month outlook

Constructive with positive bias from multi-year order visibility, capacity expansions (30% Low-NA EUV/DUV in 2027), High-NA adoption, and AI-driven demand supporting further guidance beats. Analyst targets imply 15%+ upside over 12 months, suggesting potential 8-15% over 3 months if execution continues. However, 54x trailing P/E is elevated vs history, creating vulnerability to any slowdown in High-NA ramp, export controls, or macro weakness. High uncertainty; key catalyst is October 14 earnings. Monitor for confirmation of 2026-2028 growth trajectory.


Market sentiment context

Cautiously optimistic long-term, highlighting EUV monopoly (90%+ share), strong AI/semiconductor tailwinds, High-NA progress, order visibility into 2028, and analyst upgrades. Short-term mixed with notes of rebound potential from support after dip, but concerns over rich valuation (some view as 38%+ overvalued), execution risks, and macro factors like inflation/rates. Semis showed Friday resilience.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,737.08
50D SMA$1,738.87
200D SMA$1,494.98
9D EMA$1,709.16
21D EMA$1,722.17
20D MVWAP$1,739.36
YTD VWAP$1,569.51
Daily reference VWAP$1,707.27
Price vs 20D SMA-2.23%
Price vs 50D SMA-2.33%
Price vs 200D SMA13.60%
Momentum kinematics10 observations
RSI (7)45.77
RSI (14)46.69
RSI (21)47.87
Stochastic K50.24
Stochastic D58.29
MACD line-12.66
MACD histogram-10.44
ADX (14)12.03
MACD acceleration-0.21
RSI velocity-2.40
Volatility and price boundaries11 observations
ATR (14)-0.96
ATR (14) %3.22%
Bollinger upper$1,852.66
Bollinger middle$1,737.08
Bollinger lower$1,621.51
Bollinger position0.33%
Volatility environmentMedium
20D realized volatility32.72%
Observed range position33.64%
5D true high$1,790.00
5D true low$1,646.19
Participation and institutional flow7 observations
Volume548,741
20D average volume700,297
Volume vs 20D average0.78x
20D SMA velocity-5.70
50D SMA velocity-4.00
Institutional flow-6.32
ATR velocity-0.96
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,699.26
DateSep 11, 2026
Volume548,741
Vwap D$1,707.27
Mvwap 20$1,739.36
Change11.83
Change Percentage0.7%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,737.08
Sma 50$1,738.87
Sma 200$1,494.98
Ema 9$1,709.16
Ema 21$1,722.17
Momentum structure9 observations
Rsi 745.77
Rsi 1446.69
Rsi 2147.87
Rsi SignalNeutral
Stoch K50.24
Stoch D58.29
Macd Line-12.66
Macd SignalBearish
Macd Hist-10.44
Volatility structure3 observations
Atr54.73
Atr Pct3.22%
EnvironmentMedium
Option market context3 observations
Current Iv39.23
Iv Rank22.25
Iv Percentile19.52%
Price boundaries8 observations
Bb Upper1,852.7
Bb Middle1,737.1
Bb Lower1,621.5
Bb Pctb0.33
True High$1,727.31
True Low$1,687.43
True High 5d$1,790.00
True Low 5d$1,646.19
Three-day velocities7 observations
Sma20$-5.70
Sma50$-4.00
Mvwap20$-6.32
Macd-0.21
Rsi-2.40
Volume-120,445
Atr-0.96
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%
56
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 and Strong Demand

The ASML option market reflects a bullish outlook, pricing in continued strong demand for its EUV lithography equipment driven by AI and semiconductor industry growth. High implied volatility suggests anticipation of significant price swings, potentially fueled by upcoming earnings reports and macroeconomic factors.

Front ATM IV35.87%
Current IV39.45%
IV Rank22.83
IV Percentile20.32%
25Δ skew-0.75
Term slope3.10
Term structureContango
Quote coverage100%
Median option spread9.93%
Term structure

Implied volatility by expiration

3 observed expirations
39.0%35.9%
ExpirationDTEATM IVState
2026-09-187.0035.87%
2026-09-2514.0038.09%
2026-10-0221.0038.97%
Evidence used
  • ASML's front-month ATM IV is 35.87%, indicating a high level of expected price movement in the near term.
  • The term structure shows a slight contango, with longer-dated options trading at higher implied volatilities than shorter-dated ones, suggesting market participants expect volatility to persist.
  • ASML's stock price is above its 200-day moving average and has shown resilience despite recent sector volatility.
  • The xAI analysis highlights strong Q2 results, raised full-year guidance, and positive analyst sentiment.
Risk context
  • ASML's valuation is considered high by some analysts, leaving it vulnerable to any slowdown in growth or macroeconomic headwinds.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score69.10

The option market shows a balanced skew with slight put skew. This suggests that traders are anticipating potential upside but also acknowledging some downside risk.

Execution intelligence

Liquidity and quote conditions

Dollar volume$931.93M
Underlying bid/ask spread0.26%
Option quote coverage100%
Median option spread9.93%
Fundamental intelligence

Business quality context

Factor score91.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

ASML Covered Call signal

Sep 11, 2026 12:30 PM EDT

Covered Call | 2026-09-18 | short $1740.00 | $22.60 credit | 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$572.06B
P/E (TTM)54.9×
Beta2.29
52-week range$695.20 – $1,741.00
52-week return105.32%
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 identity3f378f30bf29e9cdef1f3eed

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