ASML · Expected Move
ASML Holding NV
The expected move for ASML is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ASML straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ASML Expected Move
30-Day Straddle
$147.00
7-Day Straddle
$76.65
30-Day ATM IV
40.3%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to ASML's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ASML Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $147.00 | $76.65 | 40.3% | 7% |
| 20261015 | $144.60 | $77.30 | 38.9% | 3% |
| 20261014 | $161.50 | $89.30 | 43.0% | 16% |
| 20261013 | $174.60 | $116.25 | 43.6% | 18% |
| 20261012 | $177.05 | $98.80 | 43.6% | 18% |
| 20261009 | $169.65 | $108.15 | 43.2% | 17% |
| 20261008 | $181.20 | $120.90 | 45.5% | 24% |
| 20261007 | $177.70 | $117.00 | 43.2% | 17% |
| 20261006 | $187.00 | $122.15 | 44.0% | 19% |
| 20261005 | $192.85 | $59.95 | 43.7% | 19% |
| 20261002 | $182.85 | $77.30 | 44.7% | 22% |
| 20261001 | $180.65 | $79.85 | 44.7% | 22% |
| 20260930 | $195.30 | $101.85 | 47.4% | 31% |
| 20260929 | $206.75 | $105.95 | 48.8% | 35% |
| 20260928 | $201.75 | $72.05 | 48.5% | 34% |
| 20260925 | $177.15 | $77.25 | 46.3% | 27% |
| 20260924 | $179.00 | $84.95 | 46.6% | 28% |
| 20260923 | $187.75 | $92.30 | 47.3% | 30% |
| 20260922 | $188.00 | $95.95 | 46.6% | 28% |
| 20260921 | $185.55 | $61.60 | 46.1% | 26% |
| 20260918 | $165.10 | $70.25 | 44.8% | 22% |
| 20260917 | $157.55 | $71.65 | 43.1% | 16% |
| 20260916 | $168.45 | $82.50 | 45.9% | 26% |
| 20260915 | $166.45 | $90.20 | 44.5% | 21% |
| 20260914 | $165.05 | $61.85 | 43.6% | 18% |
| 20260911 | $147.25 | $68.65 | 40.8% | 9% |
| 20260910 | $157.90 | $83.90 | 42.3% | 14% |
| 20260909 | $167.45 | $91.20 | 42.6% | 15% |
| 20260908 | $182.30 | $104.90 | 44.6% | 21% |
| 20260904 | $149.45 | $73.05 | 40.0% | 6% |
| 20260903 | $139.20 | $72.40 | 38.0% | 0% |
| 20260902 | $150.65 | $79.40 | 39.2% | 1% |
| 20260901 | $149.95 | $84.65 | 39.0% | 0% |
| 20260831 | $157.05 | $59.35 | 39.3% | 0% |
| 20260828 | $146.45 | $69.85 | 39.3% | 0% |
| 20260827 | $160.65 | $82.30 | 41.4% | 0% |
| 20260826 | $165.45 | $93.45 | 41.7% | 0% |
| 20260825 | $175.25 | $103.45 | 43.4% | 4% |
| 20260824 | $176.50 | $69.10 | 43.0% | 3% |
| 20260821 | $162.50 | $77.45 | 42.2% | 0% |
| 20260820 | $170.35 | $90.30 | 43.5% | 3% |
| 20260819 | $171.95 | $93.30 | 43.0% | 1% |
| 20260818 | $184.15 | $105.40 | 44.1% | 5% |
| 20260817 | $194.55 | $70.00 | 43.7% | 3% |
| 20260814 | $172.50 | $79.75 | 42.8% | 0% |
| 20260813 | $187.50 | $97.25 | 45.5% | 5% |
| 20260812 | $186.45 | $101.70 | 45.1% | 4% |
| 20260811 | $195.00 | $114.15 | 46.9% | 11% |
| 20260810 | $200.90 | $79.00 | 49.0% | 20% |
| 20260807 | — | — | 49.6% | 22% |
| 20260806 | $212.85 | $118.30 | 54.9% | 43% |
| 20260805 | $210.40 | $125.40 | 54.9% | 44% |
| 20260804 | $233.80 | $145.35 | 59.4% | 62% |
| 20260803 | $224.95 | $98.20 | 58.7% | 59% |
| 20260731 | $217.95 | $112.85 | 60.3% | 65% |
| 20260730 | $216.60 | $120.45 | 58.4% | 58% |
| 20260729 | $212.20 | $130.65 | 59.7% | 63% |
| 20260728 | $228.00 | $135.00 | 62.2% | 73% |
| 20260727 | $238.20 | $106.25 | 61.4% | 70% |
| 20260724 | $223.75 | $121.40 | 58.1% | 56% |
More on ASML
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.