Implied volatility
An annualized volatility estimate derived from option prices. Higher IV means the market is pricing a wider distribution of outcomes; it is not a directional forecast.
NASDAQ · stock · structured options research
ASML Options: IV Rank, Expected Move & Put/Call Ratio
As of Nov 2, 2026, 11:00 AM UTC: ASML $1,531.6 · IV percentile (vs 1Y realized vol) 49.35% · Expected move ±10.76% · Reference expiry 2026-11-20
Source: HPSILab iv_batch API
- Underlying price
- $1,531.6
- IV percentile (vs 1Y realized vol)
- 49.35%
- Expected move
- ±10.76% · $164.83
- Put/call ratio
- 0.94
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ASML options market snapshot
Figures come from the latest verified market-data snapshot. A value we cannot get is left blank, never estimated.
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See ASML's full volatility picture
30-day IV, IV vs realized volatility, skew, 25-delta risk reversal and term structure: the values marked below. Free, no card, and website runs use no Credits.
- ATM implied volatility
- 49.72%
- 30-day implied volatility
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- 30-day historical volatility
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- IV minus HV spread
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- IV rank (vs 1Y realized vol)
- 37.23%
- Skew regime
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- 25-delta risk reversal
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- Squeeze score
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- Term structure
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- Reference expiry
- 2026-11-20
What researchers should watch for ASML
Track long-cycle lithography demand and export-policy risk through the option term structure.
- bookings catalystsMonitor bookings catalysts across matching expirations and compare the pattern with AMAT and LRCX; the signal alone does not identify trade direction or intent.
- export restrictionsMonitor export restrictions across matching expirations and compare the pattern with AMAT and LRCX; the signal alone does not identify trade direction or intent.
- equipment-cycle IVMonitor equipment-cycle IV across matching expirations and compare the pattern with AMAT and LRCX; the signal alone does not identify trade direction or intent.
Definitions and methodology
IV versus HV
IV reflects option-implied future variability, while HV measures realized historical movement. Their spread indicates the premium priced over recent experience.
Risk reversal
The 25-delta risk reversal compares call and put implied volatility. It summarizes skew but cannot identify whether contracts were bought, sold, opened or closed.
Term structure
Near- and far-month volatility indicate how event risk is distributed across expirations. Calendar comparisons should use consistent strikes and methods.
Compare related options research
Frequently asked questions
What does ASML implied volatility measure?
It reflects the options market's annualized expectation of future price variability. It measures magnitude, not bullish or bearish direction.
Is the expected move a price target?
No. It is an implied range estimate for a defined horizon, not a forecast or guarantee.
Can this page be used as investment advice?
No. This research is educational and informational. Options can expire worthless and some strategies can lose more than the premium.
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