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ASML

ASML Holding N.V. - New York ReClose $1929.25EOD only

Max Pain

$1750.00

Next expiry Jun 26, 2026

Expected Move

±$104.45

5.4% from close

Price Gap

-179.25

Distance to max pain

IV Rank

Low premium

P/C OI

1.26

Slightly put-heavy

Consensus

6.0/10

Bullish tilt

Published snapshot: Jun 22, 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 22, 2026 close

ASML Theta Report

Analysis based on market close June 23, 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; -1 GEX/flow contradict; +1 spot 0.4% from MP; +0.5 VIX 19

IV Environment

IV Regime

High

IV vs VIX

IV 64% vs VIX 19% – elevated implied vol

Favorable?

Yes

Term structure: Inverted near-term (3D 61%), contango 9D–17D, then backwardation at 24D; event risk priced in

📊Extreme put skew: 3D put IV 107% vs call 75%

📌Max pain pinned $1785 (Jun26) and $1740 (Jul2)

Pin Risk Assessment

Spot vs MP: At

GEX regime: Trending ($-1.2M)

Gamma flip: ~$1700.00 — Approx — based on put OI concentration of 2,895 (4.4% below spot)

OI concentrations: Put OI heavy at $1700 (2,895); call wall $1900-$2100; put floor $1150-$1600

Verdict: High pin risk at $1785 (max pain) and $1740-$1745; dealer gamma negative supports pinning

Premium Opportunities

Put calendar

Sell 2026-07-17 $1760.00 put / buy 2026-08-21 $1760.00 put

Sell front-month put and buy back-month put at same strike to profit from time decay and volatility contraction, with limited downside risk.

Debit: $45.77-$55.94

Max loss: $55.94

BE: Path-dependent

Mgmt: Exit if ASML breaks below $1700 or if liquidity worsens; monitor implied vol spread. Liquidity warning: Liquidity constraints: long_put: Open interest below 25.

Risk Alerts

!Spot near gamma flip $1700 – break could accelerate

!Negative dealer gamma (-$1.2M) amplifies directional moves

!Put skew extreme – downside hedging demand

How to Use These Reports

This theta reflects the market close on June 23, 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.