What move does the options market price into Asml's report?

Implied ±15.8%, either direction · provisional.

ASMLNasdaqSpecial Industry Machinery, NEC

Asml Holding NV (ASML) earnings date, market-implied expected move, and options open interest by expiry

1,558.09

−117.61 · −7.02%

post 1,571.40 +0.85%

Closed19:59 ET

Open1,603.19Volume2.2MMkt cap$603.5BP/E54.14EPS29.02Div yield0.59%

Day1,539.27 – 1,609.0046%52-wk940.33 – 1,994.7360%

ASML

Asml Holding NV

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.8%implied · straddle

1,317.911,813.89

spot 1,565.90exp Feb 19ATM strike 1560ATM straddle 291.75IV 43%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 27

before open · in 88 days

est.

Calendar

Next report

Last report

−3.94%

shaded = implied · ▲▼ = realized

Oct 14 '26 · confirmed

Implied vs realized

Linked news

16dTSM · customerTSMC chip capacity is ‘fierce’ battleground for AI customers, amid record quarter

News

Largest filed tie

13F top-10 QoQ

+20.50%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

2,520 managers

Top fund weight

5.04%

ASML weight · SMH

N-PORTJun 30 '26

6 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Asml (ASML) is expected to report on Jan 27 before open (estimated date).

Implied vs realized

6 reports

—≥ implied

Jul 16 '25Jul 16 '25confirmed—▼−8.33%—

Oct 15 '25Oct 15 '25confirmed—▲+2.71%—

Jan 28 '26Jan 28 '26confirmed—▼−2.18%—

Apr 15 '26Apr 15 '26confirmed—▼−2.41%—

Jul 15 '26Jul 15 '26confirmed—▲+2.23%—

Oct 14 '26Oct 14 '26confirmed—▼−3.94%—

quarterimplied−10%0+10%realized×

Oct '26—▼−3.94%—

Jul '26—▲+2.23%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 11 expiries · Oct 30 close

1.37OI · 11 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

3,886+30%Nov 66d0.864,500+25%0.86

2,989+3%Nov 1313d2.111,417+25%2.11

13,699+4%Nov 2020d1.0213,456+4%1.02

1,019+61%Nov 2727d0.951,077+40%0.95

72+44%Dec 434d0.48151+297%0.48

1—Dec 1141d0.333—0.33

13,446+3%Dec 1848d1.1511,739+7%1.15

16,530+1%Jan 1576d0.8818,8720%0.88

report · Jan 27 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 66d3,886+30%4,500+25%0.86

Nov 1313d2,989+3%1,417+25%2.11

Nov 2020d13,699+4%13,456

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.8%

Funds 4

SMH±0.8%

SOXX±0.4%

SOXL±0.3%

SEIE±0.3%

Suppliers 2

ICHR±20.7%×1.31

NPO±8.1%×0.51

Customers 1

TSM±10.6%×0.67

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×2.05· ±4.1% vs ±2.0% · 9 releases

eventrelease day|move|up · n×base

NFPjobs report±4.1%5 of 9×2.05

PPIproducer prices±2.8%5 of 10×1.38

FOMCrate decision±2.1%17 of 24×1.06

GDPgross domestic product±1.9%13 of 19×0.96

PCEpersonal income & outlays±1.8%11 of 19×0.89

CPIconsumer prices±1.5%6 of 10×0.74

CPROFcorporate profits±1.4%8 of 12×0.70

Bar = avg |move| to ±5% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod