ASML wheel: cash-secured put & covered-call yields
ASML Holding NV · $1,771.41 close on Sep 28, 2026
What the Sep 28, 2026 close says about ASML
At 47.6% implied volatility, the options market is pricing a one-standard-deviation move of about $249.47 (14.1%) in ASML by Oct 30, 2026, 32 days out.
Open interest in the stored window totals 9,355 contracts; the largest single line is the $2000 call expiring Dec 18 with 686 (7.3% of the window).
By options volume ASML ranks #205 of 441 names in our universe.
The builder re-quotes every leg from the live chain when it opens; tracking is free to start.
Cash-secured puts on ASML
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | Unavailable1 | |||||||||
| 0.20Δ | $1580 | −0.19 | $31.25 Sep 28 | $3,125.00 | $158,000 | 1.98% | 22.6% | $1,548.75 | 34 | 7 |
Snapshot #68 · session 2026-09-28 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 32
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $1640 | −0.31 | $77.81 Sep 28 | $7,781.00 | $164,000 | 4.74% | 21.4% | $1,562.19 | 236 | 2 |
| 0.20Δ | $1540 | −0.21 | $47.36 Sep 28 | $4,736.00 | $154,000 | 3.08% | 13.9% | $1,492.64 | 133 | 16 |
Snapshot #68 · session 2026-09-28 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 81
Covered calls on ASML
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $1920 | 0.32 | $40.55 Sep 28 | $4,055.00 | 2.29% | 26.1% | 10.68% | 121.8% | 5 | 1 |
| 0.20Δ | $2000 | 0.23 | $34.12 Sep 28 | $3,412.00 | 1.93% | 22.0% | 14.83% | 169.2% | 19 | 25 |
Snapshot #68 · session 2026-09-28 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 32
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $2000 | 0.33 | $78.00 Sep 28 | $7,800.00 | 4.40% | 19.8% | 17.31% | 78.0% | 686 | 7 |
| 0.20Δ | $2120 | 0.24 | $53.20 Sep 28 | $5,320.00 | 3.00% | 13.5% | 22.68% | 102.2% | 47 | 5 |
Snapshot #68 · session 2026-09-28 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 81
ASML volatility, dividends and liquidity
- Implied volatility (ATM, ≈30 days)
- 47.6%session 2026-09-28
- IV rank / IV percentile
- Unavailable2
- Next earnings
- Unavailable3
- Next ex-dividend
- None announcedchecked Sep 28, 2026
- Open interest, stored window
- 9,355 contractssession 2026-09-28
- Largest open-interest line
- $2000 call · Dec 18 · 686
- Bid/ask spread
- Unavailable4
- Options liquidity rank
- #205 of 441 optionable names by options volume
How these numbers are made
One end-of-day snapshot per session from a 15-minute-delayed feed. A premium is a contract’s last trade, used only if it printed that session, sits above intrinsic value and is in order with its neighbours; deltas are the feed’s own. Expiries are the first at least 30 and 60 days out, and nothing under 30 days is annualized. Not investment advice. Full methodology.
- No contract near 0.30Δ traded this session
- We are building our own daily implied-volatility history (1 of 252 sessions so far); IV rank and percentile need a full year of it.
- Our data provider does not license announced earnings dates, and we do not publish estimates.
- Our data feed carries last trades, not live bid/ask quotes, so we cannot show a spread.