Synthetic Long Discount Alert: B&G FOODS $BGS trading at a 10.44% discount for the 15-Jan-2021 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for B&G FOODS (BGS) for the 15-Jan-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BGS was recently trading at $27.24 and has an implied volatility of 13.30% for this period. Based on an analysis of the options available for BGS expiring on 15-Jan-2021, there is a 68.27% likelihood that the underlying will close within the analyzed range of $17.66-$48.14 at expiration. In this scenario, the average linear return for the trade would be 66.80%.

Upside potential: This synthetic long position offers the same potential benefits and liabilities as a long stock position, but at a discount due to the significant premium at-the-money puts are trading at over calls. In this case, the put position is opened at a strike of $27.50, which is already $0.26 in-the-money. However, its sale more than offsets this moneyness and the cost of the long call that the trade results in a net credit of of $3.10 per share. The final position can be considered as having a discount of $2.84 per share over the underlying price of $27.24 for a 10.43% total.

Downside risk: This discount is generally a sign of the stock facing considerable short pressure, and may indicate that the stock has become hard to borrow. However, if you have a long view of the underlying over this period, it could be a good opportunity to benefit from the upside at a major discount.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 11:23:44 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in MCCORMICK $MKC

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Quantchabot has detected a promising Bull Put Spread trade opportunity for MCCORMICK (MKC) for the 21-Dec-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MKC was recently trading at $136.15 and has an implied volatility of 20.25% for this period. Based on an analysis of the options available for MKC expiring on 21-Dec-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $136.63-$148.70 at expiration. In this scenario, the average linear return for the trade would be 55.81%.

52 week high: MCCORMICK recently reached a new 52-week high at $137.63. MKC had traded in the range $93.70-$137.33 over the past year.

Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if MKC maintains its current direction and does not revert back to pricing on the bearish side of $136.15 on 21-Dec-2018. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if MCCORMICK closes at or above $136.05 on 21-Dec-2018. Based on our risk-neutral analysis, there is a 51.99% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:44:56 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -8.2% move in ADTRAN $ADTN

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Quantchabot has detected a promising Bear Call Spread trade opportunity for ADTRAN (ADTN) for the 16-Nov-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ADTN was recently trading at $16.63 and has an implied volatility of 37.46% for this period. Based on an analysis of the options available for ADTN expiring on 16-Nov-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $14.92-$16.67 at expiration. In this scenario, the average linear return for the trade would be 30.08%.

Big -8.22% Change: After closing the last trading session at $18.12, ADTRAN opened today at $17.23 and has reached a low of $15.71.

Trade approach: A movement as big as -8.22% is a significantly bearish indicator, so this trade is designed to be profitable if ADTN maintains its current direction and does not revert back to pricing on the bullish side of $16.63 on 16-Nov-2018. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bearish strategy, the trade would be profitable if ADTRAN closes at or below $16.80 on 16-Nov-2018. Based on our risk-neutral analysis, there is a 52.85% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:44:35 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in LAM RESEARCH $LRCX

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Quantchabot has detected a promising Bull Put Spread trade opportunity for LAM RESEARCH (LRCX) for the 26-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

LRCX was recently trading at $148.76 and has an implied volatility of 40.43% for this period. Based on an analysis of the options available for LRCX expiring on 26-Oct-2018, there is a 34.53% likelihood that the underlying will close within the analyzed range of $148.74-$158.21 at expiration. In this scenario, the average linear return for the trade would be 46.05%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, LAM RESEARCH was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in LRCX on StockTwits appears to be moderately positive, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bullish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bullish strategy, the trade would be profitable if LAM RESEARCH closed at or above $148.35 on 26-Oct-2018. Based on our analysis, there is a 52.10% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:44:16 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -7.2% move in US SILICA HOLDINGS $SLCA

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Quantchabot has detected a promising Bear Put Spread trade opportunity for US SILICA HOLDINGS (SLCA) for the 19-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SLCA was recently trading at $17.36 and has an implied volatility of 63.65% for this period. Based on an analysis of the options available for SLCA expiring on 19-Oct-2018, there is a 34.17% likelihood that the underlying will close within the analyzed range of $16.48-$17.36 at expiration. In this scenario, the average linear return for the trade would be 23.64%.

Big -7.24% Change: After closing the last trading session at $18.71, US SILICA HOLDINGS opened today at $17.67 and has reached a low of $17.17.

Trade approach: A movement as big as -7.24% is a significantly bearish indicator, so this trade is designed to be profitable if SLCA maintains its current direction and does not revert back to pricing on the bullish side of $17.36 on 19-Oct-2018. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bearish strategy, the trade would be profitable if US SILICA HOLDINGS closes at or below $17.45 on 19-Oct-2018. Based on our risk-neutral analysis, there is a 54.07% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:43:23 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week Low Alert: Trading today’s movement in STANLEY BLACK & DECKER $SWK

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Quantchabot has detected a promising Bear Call Spread trade opportunity for STANLEY BLACK & DECKER (SWK) for the 19-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SWK was recently trading at $125.84 and has an implied volatility of 33.32% for this period. Based on an analysis of the options available for SWK expiring on 19-Oct-2018, there is a 34.17% likelihood that the underlying will close within the analyzed range of $122.54-$125.86 at expiration. In this scenario, the average linear return for the trade would be 55.04%.

52 week low: STANLEY BLACK & DECKER recently reached a new 52-week low at $125.75. SWK had traded in the range $127.35-$176.62 over the past year.

Trade approach: Reaching a new 52-week low is a bearish indicator, so this trade is designed to be profitable if SWK maintains its current direction and does not revert back to pricing on the bullish side of $125.84 on 19-Oct-2018. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bearish strategy, the trade would be profitable if STANLEY BLACK & DECKER closes at or below $126.15 on 19-Oct-2018. Based on our risk-neutral analysis, there is a 53.44% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:43:18 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in CSX $CSX

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Quantchabot has detected a promising Bull Call Spread trade opportunity for CSX (CSX) for the 26-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CSX was recently trading at $71.40 and has an implied volatility of 28.25% for this period. Based on an analysis of the options available for CSX expiring on 26-Oct-2018, there is a 34.70% likelihood that the underlying will close within the analyzed range of $71.41-$74.53 at expiration. In this scenario, the average linear return for the trade would be 49.88%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, CSX was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in CSX on StockTwits appears to be significantly positive, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bullish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bullish strategy, the trade would be profitable if CSX closed at or above $71.35 on 26-Oct-2018. Based on our analysis, there is a 51.36% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:43:23 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in INTERNATIONAL BUSINESS MACHINE $IBM

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Quantchabot has detected a promising Bear Call Spread trade opportunity for INTERNATIONAL BUSINESS MACHINE (IBM) for the 26-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

IBM was recently trading at $135.93 and has an implied volatility of 24.65% for this period. Based on an analysis of the options available for IBM expiring on 26-Oct-2018, there is a 33.52% likelihood that the underlying will close within the analyzed range of $130.81-$135.91 at expiration. In this scenario, the average linear return for the trade would be 76.52%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, INTERNATIONAL BUSINESS MACHINE was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in IBM on StockTwits appears to be significantly negative, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bearish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bearish strategy, the trade would be profitable if INTERNATIONAL BUSINESS MACHINE closed at or below $135.96 on 26-Oct-2018. Based on our analysis, there is a 49.80% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:42:37 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -10.0% move in CRONOS GROUP INC. COMMON SHARE $CRON

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Quantchabot has detected a promising Covered Put trade opportunity for CRONOS GROUP INC. COMMON SHARE (CRON) for the 16-Nov-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CRON was recently trading at $10.37 and has an implied volatility of 131.45% for this period. Based on an analysis of the options available for CRON expiring on 16-Nov-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $7.02-$10.40 at expiration. In this scenario, the average linear return for the trade would be 194.63%.

Big -9.95% Change: After closing the last trading session at $11.52, CRONOS GROUP INC. COMMON SHARE opened today at $10.75 and has reached a low of $10.12.

Trade approach: A movement as big as -9.95% is a significantly bearish indicator, so this trade is designed to be profitable if CRON maintains its current direction and does not revert back to pricing on the bullish side of $10.37 on 16-Nov-2018. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bearish strategy, the trade would be profitable if CRONOS GROUP INC. COMMON SHARE closes at or below $15.37 on 16-Nov-2018. Based on our risk-neutral analysis, there is a 84.08% likelihood of this return.

Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:42:39 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: TURTLE BEACH CORPORATION COMMO $HEAR trading at a 10.08% discount for the 15-Jan-2021 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for TURTLE BEACH CORPORATION COMMO (HEAR) for the 15-Jan-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

HEAR was recently trading at $20.25 and has an implied volatility of 64.67% for this period. Based on an analysis of the options available for HEAR expiring on 15-Jan-2021, there is a 68.27% likelihood that the underlying will close within the analyzed range of $5.46-$85.86 at expiration. In this scenario, the average linear return for the trade would be 80.07%.

Upside potential: This synthetic long position offers the same potential benefits and liabilities as a long stock position, but at a discount due to the significant premium at-the-money puts are trading at over calls. In this case, the long call position is opened at a strike of $20.00, which is already $0.25 in the money. An out-of-the-money put at the same strike is sold to finance the call, resulting in a net credit of $1.80 per share. The final position can be considered as having a discount of $2.05 per share over the underlying price of $20.25 for a 10.13% total.

Downside risk: This discount is generally a sign of the stock facing considerable short pressure, and may indicate that the stock has become hard to borrow. However, if you have a long view of the underlying over this period, it could be a good opportunity to benefit from the upside at a major discount.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.


This is an automated post generated based on a market analysis of delayed data at 10/17/2018 10:42:32 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.