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ASML

ASML Holding N.V. - New York ReClose $1929.68EOD only

Max Pain

$1700.00

Next expiry Jun 26, 2026

Expected Move

±$61.10

3.2% from close

Price Gap

-229.68

Distance to max pain

IV Rank

100

High premium

P/C OI

1.36

Slightly put-heavy

Consensus

7.0/10

Bullish tilt

Published snapshot: Jun 18, 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 18, 2026 close

ASML Theta Report

Analysis based on market close June 18, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

6 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 20.6% from MP; +1 VIX 16

IV Environment

IV Regime

High

IV vs VIX

IV 68.7% far above VIX 16.4 – rich premiums

Favorable?

Yes

Term structure: General contango with IV spike at 155 DTE (79.4%) – likely event risk

📈IV 68.7% vs VIX 16.4 – rich premiums

⚠️IV spike at 155 DTE (79.4%) – avoid that expiration

📌Dealer gamma +$10.8M, pinning toward max pain $1600

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+10.8M)

Gamma flip: ~$1400.00 — Approx — based on put OI concentration of 3,624 (27.4% below spot)

OI concentrations: Calls $2200-$2300 wall; puts $1150-$1700 floor

Verdict: Spot above max pain $1600; dealer gamma positive but OI put floor supports downside – risk of pinning to lower levels

Premium Opportunities

Put credit spread

Sell 2026-07-17 $1760.00/$1740.00 put spread

Sell put spread expecting spot to stay above 1760 near support.

Credit: $4.46-$5.45

Max loss: $14.55

BE: $1754.55

Mgmt: Close if spot breaks 1848 support.

Iron condor

Sell 2026-07-10 $1840.00/$1820.00 put wing and $2020.00/$2040.00 call wing

Sell wings capturing volatility contraction, but low liquidity.

Credit: $11.93-$14.58

Max loss: $5.42

BE: 1825.42 / 2034.58

Mgmt: Manage wings if IV spikes. Liquidity warning: Liquidity constraints: short_put: Open interest below 25.; long_put: Open interest below 25.; long_call: Open interest below 25.

Risk Alerts

!Spot 20.6% above max pain – high erosion risk

!Gamma flip at 1400 if spot drops

!Elevated put/call OI ratio 1.36 – bearish sentiment

How to Use These Reports

This theta reflects the market close on June 18, 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.