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ASML

ASML Holding N.V. - New York ReClose $1678.22EOD only

Max Pain

$1700.00

Next expiry Aug 7, 2026

Expected Move

±$69.25

4.1% from close

Price Gap

+21.78

Distance to max pain

IV Rank

Low premium

P/C OI

1.20

Slightly put-heavy

Consensus

5.0/10

Bearish tilt

Published snapshot: Aug 5, 2026 close

End-of-day snapshot

This page reflects ASML options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Aug 5, 2026 close

ASML Flow Report

Analysis based on market close June 22, 2026

Directional Theta Gang Flow Earnings Consensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from June 22, 2026. A newer flow report is available for June 29, 2026.

View latest report

Flow Verdict

Confidence:

8 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 10.2% from MP; +1 VIX 17

Watch next session: $1700 (gamma flip); $2100 (high OI call)

Flow Summary

Net premium: +$151.3M bullish

P/C volume ratio: 1.89

P/C OI ratio: 1.26

ASML net call premium dominates despite put volume spike, with gamma pinning near $1700. Deep OTM put at $1450 hedges downside; large $2100 call bets signal upside conviction. Spot above max pain supports bullish drift.

Notable Prints

ASML 2026-06-26 $1450.00 Put

Vol: 710

OI: 292

Vol/OI: 2.4x

IV: 91.0%

Notional: ~$4K

Intent: Unclear flow intent

Read-through: Needs contextual interpretation.

ASML 2026-06-26 $2100.00 Call

Vol: 841

OI: 478

Vol/OI: 1.8x

IV: 61.5%

Notional: ~$706K

Intent: Bullish speculation ahead of event

Dual read: Could also hedge short gamma exposure

Read-through: Expects large upward move by expiration

Institutional Positioning

Call additions: $2100 calls added (841 vol vs 478 OI)

Put additions: $1450 puts added (710 vol vs 292 OI), overall put volume elevated

GEX/DEX consistency: GEX +$3.1M, DEX +4.5M shares; both bullish, consistent with gamma pinning

OI clusters: Put OI concentrated at $1450-$1700; call OI thin above $2000

Hedging evidence: Deep OTM $1450 put buying suggests downside hedging; put/call volume ratio 1.89

Max pain context: Spot above MP (~$1600); max pain likely lower near $1500

Signal vs Noise

~Large GEX/DEX and net premium (+$151M) signal bullish positioning despite mixed flow

~Unusual $1450 put and $2100 call prints signal hedging and upside speculation

~Minor SPY/QQQ declines are noise given high IV and pinning

Key Conclusions

📈GEX/DEX bullish with positive gamma; expect pinning near $1700 flip

⚠️Put flow heavy; deep OTM puts suggest hedging, not directional bearishness

🔍Unusual $2100 call adds with high IV; possible upside speculation

How to Use These Reports

This flow reflects the market close on June 22, 2026.

What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.