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ASML

ASML Holding N.V. - New York ReClose $1803.89EOD only

Max Pain

$1550.00

Next expiry Jun 18, 2026

Expected Move

±$66.80

3.7% from close

Price Gap

-253.89

Distance to max pain

IV Rank

100

High premium

P/C OI

1.32

Slightly put-heavy

Consensus

5.0/10

Range bias

Published snapshot: Jun 16, 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 16, 2026 close

ASML Theta Report

Analysis based on market close June 17, 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 19.7% from MP; +0.5 VIX 18

IV Environment

IV Regime

High

IV vs VIX

Avg IV 66% vs VIX 18: IV far higher.

Favorable?

Yes

Term structure: Front-end put skew extreme (1d IV 271%); back-end contango.

⚠️1d put IV 271% indicates panic; event-driven.

📌Gamma pinning at $1560-$1680; dealer hedging supports price.

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+5.6M)

Gamma flip: ~$1400.00 — Approx — based on put OI concentration of 3,624 (25.0% below spot)

OI concentrations: Put OI $1150-$1700; Call OI $2200-$2300; Max pain $1560(1d), $1680(1-2w).

Verdict: Multiple pin levels near expiry; positive GEX lowers tail risk.

Premium Opportunities

Iron condor

Sell 2026-06-26 $1840.00/$1820.00 put wing and $1880.00/$1900.00 call wing

Captures theta decay from elevated IV with defined risk wings.

Credit: $15.03-$18.37

Max loss: $1.63

BE: 1821.63 / 1898.37

Mgmt: Exit if spot breaches 1840 or 1900; monitor earnings risk. Liquidity warning: Liquidity constraints: short_put: Volume below 5. Substitutions: short_put: resolved contract 2025-03-14 $1840.00 missing; used 2026-06-26 $1840.00.; long_put: resolved contract 2025-03-14 $1820.00 missing; used 2026-06-26 $1820.00.; short_call: resolved contract 2025-03-14 $1880.00 missing; used 2026-06-26 $1880.00.; long_call: resolved contract 2025-03-14 $1900.00 missing; used 2026-06-26 $1900.00.

Put credit spread

Sell 2026-06-26 $1820.00/$1800.00 put spread

Sells put spread to collect premium with support below.

Credit: $6.48-$7.92

Max loss: $12.08

BE: $1812.08

Mgmt: Close if spot drops below 1780; take profit at 50%.

Risk Alerts

!Event risk near 6/18: put skew implies binary downside.

!Spot 19.7% above $1560 max pain; mean reversion if gamma fades.

How to Use These Reports

This theta reflects the market close on June 17, 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.