ASML Holding N.V. - New York ReClose $1769.32EOD only
Max Pain
$1780.00
Next expiry Jul 10, 2026
Expected Move
±$125.05
7.1% from close
Price Gap
+10.68
Distance to max pain
IV Rank
28
Middle-high premium
P/C OI
1.29
Slightly put-heavy
Consensus
5.0/10
Bearish tilt
Published snapshot: Jul 2, 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
Jul 2, 2026 close
Historical Volatility — ASML
Data as of market close Jul 2, 2026
Volatility regime context for premium pricing decisions. CTA pressure stays medium unless IV percentile, IV-vs-HV spread, regime label, and rich/cheap verdict are all available above the fold.
Volatility Report Bridge
Rich/cheap verdict is supported by IV percentile, IV-HV spread, and regime context above.
This page compares realized movement with options pricing so you can judge whether premium looks rich or cheap.
What the comparison means
Historical volatility shows what the stock has actually done, while implied volatility shows what options are currently charging for future movement.
How traders use it
When IV sits above realized movement, premium sellers often pay attention. When realized movement catches up or exceeds IV, buyers get a stronger case.
What can trap you
Expensive options can still get more expensive into catalysts, and cheap-looking options can stay cheap when realized movement dries up.
Rich or cheap is a pricing read, not a directional signal by itself.