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ASML

ASML Holding N.V. - New York ReClose $1863.55EOD only

Max Pain

$1500.00

Next expiry Jun 18, 2026

Expected Move

±$103.60

5.6% from close

Price Gap

-363.55

Distance to max pain

IV Rank

100

High premium

P/C OI

1.41

Slightly put-heavy

Consensus

6.0/10

Bullish tilt

Published snapshot: Jun 12, 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 12, 2026 close

ASML Theta Report

Analysis based on market close June 12, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

4 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 7.7% from MP; +1 VIX 18

IV Environment

IV Regime

High

IV vs VIX

Avg IV 64.8% vs VIX 17.7: significant premium

Favorable?

Yes

Term structure: 0 DTE put IV at 222% extreme; steep short-term, flattens post 20d

⚠️0 DTE put IV at 222% signals fear; short-term theta premium juicy but risky

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+8.9M)

Gamma flip: ~$1650.00 — Approx — based on put OI concentration of 5,098 (11.5% below spot)

OI concentrations: Call wall $2200-$2220; put floor $1150-$1700; max pain $1730 (6/12), $1500 (6/18), $1600 (6/26)

Verdict: High pin risk near $1730 for 6/12 expiry; spot above max pain

Premium Opportunities

Put credit spread

Sell 2026-07-17 $1680.00/$1480.00 put spread

Captures elevated put premium with defined risk

Credit: $35.78-$43.73

Max loss: $156.27

BE: $1636.27

Mgmt: Close at 50% max gain or before earnings

Call credit spread

Sell 2026-07-17 $2180.00/$2460.00 call spread

Bearish bet on post-earnings IV decline

Credit: $27.72-$33.88

Max loss: $246.12

BE: $2213.88

Mgmt: Set wide stops due to low liquidity Liquidity warning: Liquidity constraints: short_call: Volume below 5.; long_call: Wide spread (50%).

Risk Alerts

!Spot 7.7% above max pain ($1730) – deviation increases pin risk

!Elevated put IV on short expirations – quick decay but high gamma risk

How to Use These Reports

This theta reflects the market close on June 12, 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.