ASML options: IV rank, expected move and trade screens
Asml Holding NV · Industrials
As of the close on . In the app, data is refreshed intraday.
ASML closed at $1,804.96 on Oct 7, 2026 with 30-day implied volatility of 43.1%. That is in the lower half of its one-year range (IV rank 30), so premiums are on the modest side for ASML. Measured by IV percentile, IV is higher than 29% of the past year's readings. Options expiring Nov 6 (30 days out) price a one standard deviation move of about $223.17, or 12.4%.
The price is above both its 50-day (+4.5%) and 200-day (+16.9%) moving averages. It is 9.3% below its 52-week high and 92.8% above its 52-week low. The 14-day RSI of 55.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $50.60, about 2.8% of the price, a measure of a typical day's range.
Option volume at the close (11.7K contracts) was 0.8x its average, quieter than usual. A beta of 2.16 means ASML has tended to move about 2.2 times as much as the broad market. None of our preset screens found trades on ASML at the close.
ASML stats at the close
- Price
- $1,804.96
- Market cap $696B
- Implied volatility
- 43.1%
- 30-day, at the money
- IV rank
- 30
- IV sits 30% of the way from its one-year low to its one-year high.
- IV percentile
- 29
- IV is higher than 29% of the past year's readings.
- ATR (14-day)
- $50.60
- 2.8% of the price on a typical day
- RSI (14-day)
- 55.8
- Between 30 and 70, neutral
- 52-week range
- -9.3% from high
- +92.8% from the 52-week low
- Moving averages
- +4.5% vs 50-day
- +16.9% vs the 200-day
- Beta
- 2.16
- Sensitivity to the broad market
- Option volume
- 0.8x avg
- 11.7K contracts vs 15.4K average
ASML expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20262 days | 38.4% | ±$51.33 (2.8%) | $1,753.63 to $1,856.29 | $40.95 |
| Nov 6, 202630 days | 43.1% | ±$223.17 (12.4%) | $1,581.79 to $2,028.13 | $177.70 |
| Dec 18, 202672 days | 41.1% | ±$329.50 (18.3%) | $1,475.46 to $2,134.46 | $261.55 |
| Jan 15, 2027100 days | 40.4% | ±$381.22 (21.1%) | $1,423.74 to $2,186.18 | $302.10 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
ASML options FAQ
- What is ASML's IV rank?
- At the close on Oct 7, 2026, ASML's IV rank was 30 with 30-day implied volatility of 43.1%. IV sits 30% of the way from its one-year low to its one-year high. Its IV percentile was 29: IV is higher than 29% of the past year's readings.
- What is the expected move for ASML?
- Based on the close on Oct 7, 2026, options expiring Nov 6, 2026 priced a one standard deviation move of $223.17 (12.4%), a range of $1,581.79 to $2,028.13. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is ASML option volume above average?
- On Oct 7, 2026, ASML option volume was 0.8x its average, quieter than usual.
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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.