Synthetic Long Discount Alert: BLUE APRON HOLDINGS INC $APRN trading at a 19.35% discount for the 17-Jul-2020 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for BLUE APRON HOLDINGS INC (APRN) for the 17-Jul-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

APRN was recently trading at $12.90 and has an implied volatility of 167.14% for this period. Based on an analysis of the options available for APRN expiring on 17-Jul-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $3.08-$54.36 at expiration. In this scenario, the average linear return for the trade would be 84.74%.

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 $13.00, which is already $0.11 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 $2.60 per share. The final position can be considered as having a discount of $2.50 per share over the underlying price of $12.90 for a 19.35% 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.

Synthetic Long Discount Alert: REVLON $REV trading at a 9.17% discount for the 20-Nov-2020 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for REVLON (REV) for the 20-Nov-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

REV was recently trading at $11.33 and has an implied volatility of 79.98% for this period. Based on an analysis of the options available for REV expiring on 20-Nov-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $4.50-$28.95 at expiration. In this scenario, the average linear return for the trade would be 51.71%.

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 $12.50, which is already $1.17 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 $2.40 per share. The final position can be considered as having a discount of $1.23 per share over the underlying price of $11.33 for a 10.86% 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.

Synthetic Long Discount Alert: CO-DIAGNOSTICS INC. COMMON STOCK $CODX trading at a 12.67% discount for the 20-Nov-2020 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for CO-DIAGNOSTICS INC. COMMON STOCK (CODX) for the 20-Nov-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CODX was recently trading at $9.28 and has an implied volatility of 169.76% for this period. Based on an analysis of the options available for CODX expiring on 20-Nov-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $1.60-$54.54 at expiration. In this scenario, the average linear return for the trade would be 84.38%.

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 $9.00, which is already $0.28 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 $0.90 per share. The final position can be considered as having a discount of $1.18 per share over the underlying price of $9.28 for a 12.73% 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.

52-Week Low Alert: Trading today’s movement in ARCH COAL INC $ARCH

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Quantchabot has detected a promising Short Risk Reversal trade opportunity for ARCH COAL INC (ARCH) for the 17-Apr-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ARCH was recently trading at $28.79 and has an implied volatility of 134.99% for this period. Based on an analysis of the options available for ARCH expiring on 17-Apr-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $21.74-$28.81 at expiration. In this scenario, the average linear return for the trade would be 50.44%.

52 week low: ARCH COAL INC recently reached a new 52-week low at $28.02. ARCH had traded in the range $28.58-$101.92 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 ARCH maintains its current direction and does not revert back to pricing on the bullish side of $28.79 on 17-Apr-2020. 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 ARCH COAL INC closes at or below $29.35 on 17-Apr-2020. Based on our risk-neutral analysis, there is a 52.65% 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.

Big Loser Alert: Trading today’s -7.1% move in ANHEUSER-BUSCH INBEV $BUD

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Quantchabot has detected a promising Covered Put trade opportunity for ANHEUSER-BUSCH INBEV (BUD) for the 1-May-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BUD was recently trading at $43.01 and has an implied volatility of 74.90% for this period. Based on an analysis of the options available for BUD expiring on 1-May-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $33.90-$43.05 at expiration. In this scenario, the average linear return for the trade would be 16.83%.

Big -7.11% Change: After closing the last trading session at $46.30, ANHEUSER-BUSCH INBEV opened today at $43.36 and has reached a low of $42.68.

Trade approach: A movement as big as -7.11% is a significantly bearish indicator, so this trade is designed to be profitable if BUD maintains its current direction and does not revert back to pricing on the bullish side of $43.01 on 1-May-2020. 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 ANHEUSER-BUSCH INBEV closes at or below $43.50 on 1-May-2020. Based on our risk-neutral analysis, there is a 51.73% 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.

StockTwits Trending Alert: Trading recent interest in XCEL ENERGY $XEL

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Quantchabot has detected a promising Bull Put Spread trade opportunity for XCEL ENERGY (XEL) for the 17-Apr-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

XEL was recently trading at $57.84 and has an implied volatility of 49.66% for this period. Based on an analysis of the options available for XEL expiring on 17-Apr-2020, there is a 34.29% likelihood that the underlying will close within the analyzed range of $57.84-$66.80 at expiration. In this scenario, the average linear return for the trade would be 17.35%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, XCEL ENERGY 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 XEL 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 XCEL ENERGY closed at or above $57.50 on 17-Apr-2020. Based on our analysis, there is a 51.80% 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.

StockTwits Trending Alert: Trading recent interest in CONOCOPHILLIPS $COP

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Quantchabot has detected a promising Covered Put trade opportunity for CONOCOPHILLIPS (COP) for the 9-Apr-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

COP was recently trading at $29.01 and has an implied volatility of 106.54% for this period. Based on an analysis of the options available for COP expiring on 9-Apr-2020, there is a 33.92% likelihood that the underlying will close within the analyzed range of $23.27-$28.99 at expiration. In this scenario, the average linear return for the trade would be 20.50%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, CONOCOPHILLIPS 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 COP 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 CONOCOPHILLIPS closed at or below $29.38 on 9-Apr-2020. Based on our analysis, there is a 52.22% 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.

52-Week Low Alert: Trading today’s movement in CALIFORNIA RESOURCES CORP $CRC

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Quantchabot has detected a promising Covered Put trade opportunity for CALIFORNIA RESOURCES CORP (CRC) for the 17-Apr-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CRC was recently trading at $2.45 and has an implied volatility of 122.83% for this period. Based on an analysis of the options available for CRC expiring on 17-Apr-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $1.36-$2.45 at expiration. In this scenario, the average linear return for the trade would be 136.84%.

52 week low: CALIFORNIA RESOURCES CORP recently reached a new 52-week low at $2.33. CRC had traded in the range $2.45-$30.18 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 CRC maintains its current direction and does not revert back to pricing on the bullish side of $2.45 on 17-Apr-2020. 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 CALIFORNIA RESOURCES CORP closes at or below $3.39 on 17-Apr-2020. Based on our risk-neutral analysis, there is a 70.92% 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.

Big Loser Alert: Trading today’s -10.7% move in BOEING $BA

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Quantchabot has detected a promising Short Risk Reversal trade opportunity for BOEING (BA) for the 17-Apr-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BA was recently trading at $161.15 and has an implied volatility of 152.41% for this period. Based on an analysis of the options available for BA expiring on 17-Apr-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $111.95-$161.24 at expiration. In this scenario, the average linear return for the trade would be 93.29%.

Big -10.74% Change: After closing the last trading session at $180.55, BOEING opened today at $172.00 and has reached a low of $155.54.

Trade approach: A movement as big as -10.74% is a significantly bearish indicator, so this trade is designed to be profitable if BA maintains its current direction and does not revert back to pricing on the bullish side of $161.15 on 17-Apr-2020. 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 BOEING closes at or below $170.80 on 17-Apr-2020. Based on our risk-neutral analysis, there is a 56.27% 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.

StockTwits Trending Alert: Trading recent interest in WASTE MANAGEMENT $WM

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Quantchabot has detected a promising Long Risk Reversal trade opportunity for WASTE MANAGEMENT (WM) for the 17-Apr-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

WM was recently trading at $96.30 and has an implied volatility of 51.77% for this period. Based on an analysis of the options available for WM expiring on 17-Apr-2020, there is a 34.31% likelihood that the underlying will close within the analyzed range of $96.30-$109.53 at expiration. In this scenario, the average linear return for the trade would be 21.25%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, WASTE MANAGEMENT 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 WM 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 WASTE MANAGEMENT closed at or above $91.15 on 17-Apr-2020. Based on our analysis, there is a 66.74% 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.