ASML Holding N.V. (ASML) Options Chain
The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.
ASML Holding N.V. (ASML) operates in the Technology sector, specifically the Semiconductors industry, with a market capitalization near $645.84B, listed on NASDAQ, employing roughly 44,681 people, carrying a beta of 1.30 to the broader market. ASML Holding N. Led by Christophe D. Fouquet, public since 1995-03-15.
Snapshot as of Oct 29, 2026.
- Spot Price
- $1668.49
- Total OI
- 188.6K
- Total Volume
- 11.3K
- Front Expiration
- 29 days
- Second Expiration
- 36 days
- ATM IV
- 40.3%
- Avg Bid/Ask Spread
- 17.95%
Exposures are the assumed dealer book as of Oct 29, 2026, all expirations. Assumes dealers are long the calls and short the puts, a share p of open interest each - here 100% of open interest (the GEX page sets the share). A date without a stored exposure is a gap; a value marked * is partial, averaged over fewer days, or may include contracts expiring that day or of an unreadable expiration: its reason is printed beside it.
As of Oct 29, 2026, ASML Holding N.V. (ASML) has 188.6K open contracts and 11.3K contracts traded. The nearest expiration is 29 days out, followed by 36 days. ATM implied volatility is 40.3%. Average bid/ask spread across the chain is 17.95%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How ASML options chain Data Feeds Strategy Selection
Strategy selection on ASML Holding N.V. options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 40.3% and the assumed dealer book's GEX is positive, so its hedging is mean-reverting. Combine the options chain data here with the volatility-skew surface, gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the ASML chain depth
The listed-expirations table below shows every expiration available for ASML Holding N.V. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. ASML front expiration sits at 29 days - the typical hedging horizon for monthly options. The backwardated slope of -0.009 means near-dated IV is pricing acute event risk.
ASML chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the ASML chain is 17.95% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the ASML chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. ASML's current 11.54% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where the assumed book's hedging would reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
ASML listed expirations
Per-expiration ATM implied volatility for ASML options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Oct 30, 2026 | 1 | 52.7% |
| Nov 6, 2026 | 8 | 41.6% |
| Nov 13, 2026 | 15 | 41.2% |
| Nov 20, 2026 | 22 | 41.3% |
| Nov 27, 2026 | 29 | 40.4% |
| Dec 4, 2026 | 36 | 39.5% |
| Dec 11, 2026 | 43 | 39.5% |
| Dec 18, 2026 | 50 | 39.5% |
| Jan 15, 2027 | 78 | 38.8% |
| Feb 19, 2027 | 113 | 40.4% |
| Mar 19, 2027 | 141 | 40.4% |
| Apr 16, 2027 | 169 | 40.1% |
| Jun 17, 2027 | 231 | 41.2% |
| Sep 17, 2027 | 323 | 41.8% |
| Dec 17, 2027 | 414 | 42.3% |
| Jan 21, 2028 | 449 | 42.4% |
| Jun 16, 2028 | 596 | 42.8% |
| Dec 15, 2028 | 778 | 43.0% |
| Jan 19, 2029 | 813 | 43.0% |
Frequently asked ASML options chain questions
- What does the ASML options chain show right now?
- As of Oct 29, 2026, ASML Holding N.V. (ASML) has 188.6K contracts outstanding and 11.3K traded today, with ATM IV of 40.3%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for ASML options?
- The nearest expiration is 29 days out, followed by 36 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are ASML options bid/ask spreads?
- Average bid/ask spread across the chain is 17.95%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.