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ASML

ASML Holding N.V. - New York ReClose $1778.46EOD only

Max Pain

$1785.00

Next expiry Jun 26, 2026

Expected Move

±$90.65

5.1% from close

Price Gap

+6.54

Distance to max pain

IV Rank

Low premium

P/C OI

1.31

Slightly put-heavy

Consensus

5.0/10

Bearish tilt

Published snapshot: Jun 23, 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

Jun 23, 2026 close

ASML Flow Report

Analysis based on market close June 24, 2026

Directional Theta Gang Flow Earnings Consensus

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

Flow Verdict

Confidence:

5.5 / 10

base 5; -1 GEX/flow contradict; +1 spot 1.0% from MP; +0.5 VIX 19

Watch next session: gamma flip level; unusual print follow-through

Flow Summary

Net premium: +$87.9M bullish

P/C volume ratio: 1.39

P/C OI ratio: 1.29

Heavy put buying and negative GEX suggest risk, but gamma flip at 1700 supports bullish hold. Mixed signals overall.

Notable Prints

ASML 2026-08-21 $1660.00 Put

Vol: 338

OI: 141

Vol/OI: 2.4x

IV: 57.5%

Notional: ~$4.1M

Intent: Hedging or bearish positioning

Dual read: Part of put spread or protective put

Read-through: Bearish sentiment or downside protection

ASML 2026-06-26 $1900.00 Call

Vol: 380

OI: 165

Vol/OI: 2.3x

IV: 62.5%

Notional: ~$175K

Intent: Speculative call buying for leverage

Dual read: Closing trade or complex strategy

Read-through: Bullish expectation near expiration

Institutional Positioning

Call additions: ASML 2026-06-26 $1900 Call vol/oi 2.3, IV 62.5, last $4.6 – speculative short-term bullish wager.

Put additions: ASML 2026-08-21 $1660 Put vol/oi 2.4, IV 57.5, last $122 – longer-term bearish hedge with high premium.

GEX/DEX consistency: GEX -$1.8M (short gamma) vs DEX +4.5M shares (long delta) – tension consistent with trending volatile regime.

OI clusters: Put OI 2,903 near spot (~$1700) likely gamma flip level; call cluster at $1900 with low OI.

Hedging evidence: Unusual put at $1660 suggests downside hedging; net premium +$87.9M implies buying pressure overall.

Max pain context: Spot at max pain (At regime) – pinning expected near current levels.

Signal vs Noise

~Unusual put vol/oi 2.4 at $1660 8/21 is signal – large relative volume and high premium, hedging.

~Unusual call vol/oi 2.3 at $1900 6/26 may be noise – low premium, short expiry, speculative.

~Net premium +$87.9M is signal of institutional net buying.

~High VIX 18.6, though elevated, is noise relative to past extremes.

Key Conclusions

⚠️Large put at $1660 8/21 signals institutional hedging; downside risk being priced.

📊Spot near max pain with positive net premium; short-term bullish calls added. Mixed signals.

How to Use These Reports

This flow reflects the market close on June 24, 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.