All posts by Automated Ideas

Ideas posted by this account are automatically generated based on market analysis. Please be aware that they are not vetted and the publishing process is completely automated. If you have any feedback about the ideas posted, please email hello@quantcha.com.

52-Week Low Alert: Trading today’s movement in EXPRESS $EXPR

The automated Quantcha Trade Ideas Service has detected a promising Bear Put Spread trade opportunity for EXPRESS (EXPR) for the 18-Aug-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

EXPR was recently trading at $5.90 and has an implied volatility of 46.61% for this period. Based on an analysis of the options available for EXPR expiring on 18-Aug-2017, there is a 34.14% likelihood that the underlying will close within the analyzed range of $5.22-$5.92 at expiration. In this scenario, the average linear return for the trade would be 11.11%.

52 week low: EXPRESS recently reached a new 52-week low at $5.89. EXPR had traded in the range $5.96-$16.38 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 EXPR maintains its current direction and does not revert back to pricing on the bullish side of $5.90 on 18-Aug-2017. 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 EXPRESS closes at or below $6.10 on 18-Aug-2017. Based on our risk-neutral analysis, there is a 59.14% 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 7/24/2017 1:22:05 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week Low Alert: Trading today’s movement in GENESCO $GCO

The automated Quantcha Trade Ideas Service has detected a promising Short Risk Reversal trade opportunity for GENESCO (GCO) for the 18-Aug-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GCO was recently trading at $29.85 and has an implied volatility of 38.82% for this period. Based on an analysis of the options available for GCO expiring on 18-Aug-2017, there is a 34.14% likelihood that the underlying will close within the analyzed range of $27.06-$29.97 at expiration. In this scenario, the average linear return for the trade would be 15.08%.

52 week low: GENESCO recently reached a new 52-week low at $29.70. GCO had traded in the range $30.65-$74.21 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 GCO maintains its current direction and does not revert back to pricing on the bullish side of $29.85 on 18-Aug-2017. 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 GENESCO closes at or below $30.90 on 18-Aug-2017. Based on our risk-neutral analysis, there is a 61.72% 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 7/24/2017 1:21:46 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in FRANCESCAS HOLDINGS $FRAN

The automated Quantcha Trade Ideas Service has detected a promising Bear Put Spread trade opportunity for FRANCESCAS HOLDINGS (FRAN) for the 18-Aug-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

FRAN was recently trading at $8.69 and has an implied volatility of 46.19% for this period. Based on an analysis of the options available for FRAN expiring on 18-Aug-2017, there is a 33.07% likelihood that the underlying will close within the analyzed range of $7.72-$8.70 at expiration. In this scenario, the average linear return for the trade would be 32.79%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, FRANCESCAS HOLDINGS 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 FRAN 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 FRANCESCAS HOLDINGS closed at or below $8.70 on 18-Aug-2017. Based on our analysis, there is a 49.13% 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 7/24/2017 1:20:27 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in PETMED EXPRESS $PETS

The automated Quantcha Trade Ideas Service has detected a promising Bear Call Spread trade opportunity for PETMED EXPRESS (PETS) for the 18-Aug-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PETS was recently trading at $48.00 and has an implied volatility of 37.23% for this period. Based on an analysis of the options available for PETS expiring on 18-Aug-2017, there is a 34.49% likelihood that the underlying will close within the analyzed range of $43.24-$48.04 at expiration. In this scenario, the average linear return for the trade would be 32.66%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, PETMED EXPRESS 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 PETS on StockTwits appears to be moderately 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 PETMED EXPRESS closed at or below $48.25 on 18-Aug-2017. Based on our analysis, there is a 52.07% 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 7/24/2017 1:20:05 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: GENWORTH FINANCIAL $GNW returning up to 32.89% through 19-Jan-2018

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for GENWORTH FINANCIAL (GNW) for the 19-Jan-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GNW was recently trading at $3.41 and has an implied volatility of 74.78% for this period. Based on an analysis of the options available for GNW expiring on 19-Jan-2018, there is a 68.27% likelihood that the underlying will close within the analyzed range of $2.04-$5.84 at expiration. In this scenario, the average linear return for the trade would be 10.28%.

Moneyness: These options are currently 17.13% out of the money and there is a 37.72% likelihood that these options will be exercised before or at expiration.

Most upside: If GENWORTH FINANCIAL closes at or above $5.84, this trade could return up to 32.89%. Based on our analysis, there is a 15.87% likelihood of this return.

The downside: As with any covered call, the risk is substantial as it is vulnerable to a downturn in the underlying itself. There is a 39.85% chance the underlying will close at or below its breakeven price of $3.01, resulting in a net loss on the trade.

To find the best covered calls on the market, be sure to check out Quantcha’s covered call screener.

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 7/24/2017 1:20:04 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Price Target Alert: Trading the Zacks price target change for CELGENE $CELG

The automated Quantcha Trade Ideas Service has detected a promising Long Call Condor trade opportunity for CELGENE (CELG) for the 19-Jan-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CELG was recently trading at $138.89 and has an implied volatility of 23.28% for this period. Based on an analysis of the options available for CELG expiring on 19-Jan-2018, there is a 43.89% likelihood that the underlying will close within the analyzed range of $133.75-$163.48 at expiration. In this scenario, the average linear return for the trade would be 75.36%.

Price target: Zacks Research has updated their six-month price target for CELG to $148.62. This price target is a consensus price created from the price targets published by 13 participating analysts whose targets ranged from $115.00 to $162.00.

Mean recommendation: Zacks normalizes analyst recommendations to a 1-5 scale where 1 indicates a strong buy. Their mean recommendation for CELG has been updated to 1.38, which indicates a strong buy consensus from analysts. Sentiment has moved from 1.24 to 1.38 to 1.25 over the past three months.

Trade approach: The difference between the current price for CELG and the mean price target is $11.11, which represents a 7.00% move (14.71% annualized). Since the 180-day implied volatility for CELG is 23.38%, a neutral range-bound strategy could prove effective if the price target ultimately turns out to be accurate.

Upside potential: Using this neutral range-bound strategy, the trade would be profitable if CELGENE closed in the range $132.83-$167.17 on 19-Jan-2018. Based on our analysis, there is a 48.78% likelihood of this return. The maximum return for this trade would be 76.68% if CELGENE closed in the range $135.00-$165.00.

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 7/24/2017 1:03:56 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Price Target Alert: Trading the Zacks price target change for MEDTRONIC PLC $MDT

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for MEDTRONIC PLC (MDT) for the 19-Jan-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MDT was recently trading at $85.00 and has an implied volatility of 14.94% for this period. Based on an analysis of the options available for MDT expiring on 19-Jan-2018, there is a 43.50% likelihood that the underlying will close within the analyzed range of $85.00-$101.34 at expiration. In this scenario, the average linear return for the trade would be 59.36%.

Price target: Zacks Research has updated their six-month price target for MDT to $92.13. This price target is a consensus price created from the price targets published by 16 participating analysts whose targets ranged from $80.00 to $103.00.

Mean recommendation: Zacks normalizes analyst recommendations to a 1-5 scale where 1 indicates a strong buy. Their mean recommendation for MDT has been updated to 1.89, which indicates a buy consensus from analysts. Sentiment has moved from 1.95 to 1.95 to 2.00 over the past three months.

Trade approach: The difference between the current price for MDT and the mean price target is $7.00, which represents a 8.38% move (17.73% annualized). Since the 180-day implied volatility for MDT is 15.78%, a bullish strategy could prove effective if the price target ultimately turns out to be accurate.

Upside potential: Using this bullish strategy, the trade would be profitable if MEDTRONIC PLC closed at or above $84.52 on 19-Jan-2018. Based on our analysis, there is a 51.39% 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 7/24/2017 1:01:46 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Price Target Alert: Trading the Zacks price target change for TOTAL SA $TOT

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for TOTAL SA (TOT) for the 19-Jan-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

TOT was recently trading at $49.58 and has an implied volatility of 14.18% for this period. Based on an analysis of the options available for TOT expiring on 19-Jan-2018, there is a 38.11% likelihood that the underlying will close within the analyzed range of $49.58-$58.28 at expiration. In this scenario, the average linear return for the trade would be 63.87%.

Price target: Zacks Research has updated their six-month price target for TOT to $52.98. This price target is a consensus price created from the price targets published by 5 participating analysts whose targets ranged from $47.30 to $58.00.

Mean recommendation: Zacks normalizes analyst recommendations to a 1-5 scale where 1 indicates a strong buy. Their mean recommendation for TOT has been updated to 2.43, which indicates a buy consensus from analysts. Sentiment has moved from 2.43 to 2.43 to 2.43 over the past three months.

Trade approach: The difference between the current price for TOT and the mean price target is $2.42, which represents a 6.86% move (14.40% annualized). Since the 180-day implied volatility for TOT is 16.17%, a bullish strategy could prove effective if the price target ultimately turns out to be accurate.

Upside potential: Using this bullish strategy, the trade would be profitable if TOTAL SA closed at or above $49.15 on 19-Jan-2018. Based on our analysis, there is a 48.01% 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 7/24/2017 1:01:15 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Price Target Alert: Trading the Zacks price target change for PROCTER & GAMBLE $PG

The automated Quantcha Trade Ideas Service has detected a promising Long Put Condor trade opportunity for PROCTER & GAMBLE (PG) for the 19-Jan-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PG was recently trading at $88.32 and has an implied volatility of 11.71% for this period. Based on an analysis of the options available for PG expiring on 19-Jan-2018, there is a 66.71% likelihood that the underlying will close within the analyzed range of $82.80-$101.20 at expiration. In this scenario, the average linear return for the trade would be 10.38%.

Price target: Zacks Research has updated their six-month price target for PG to $92.00. This price target is a consensus price created from the price targets published by 10 participating analysts whose targets ranged from $85.00 to $104.00.

Mean recommendation: Zacks normalizes analyst recommendations to a 1-5 scale where 1 indicates a strong buy. Their mean recommendation for PG has been updated to 2.15, which indicates a buy consensus from analysts. Sentiment has moved from 2.27 to 2.15 to 2.15 over the past three months.

Trade approach: The difference between the current price for PG and the mean price target is $2.18, which represents a 4.17% move (8.63% annualized). Since the 180-day implied volatility for PG is 13.77%, a neutral range-bound strategy could prove effective if the price target ultimately turns out to be accurate.

Upside potential: Using this neutral range-bound strategy, the trade would be profitable if PROCTER & GAMBLE closed in the range $82.03-$110.47 on 19-Jan-2018. Based on our analysis, there is a 76.86% likelihood of this return. The maximum return for this trade would be 10.38% if PROCTER & GAMBLE closed in the range $82.50-$110.00.

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 7/24/2017 1:00:44 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: BP PRUDHOE BAY $BPT trading at a 13.65% discount for the 15-Dec-2017 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for BP PRUDHOE BAY (BPT) for the 15-Dec-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BPT was recently trading at $20.34 and has an implied volatility of 16.51% for this period. Based on an analysis of the options available for BPT expiring on 15-Dec-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $14.02-$27.55 at expiration. In this scenario, the average linear return for the trade would be 46.87%.

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 $0.34 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 $2.45 per share. The final position can be considered as having a discount of $2.79 per share over the underlying price of $20.34 for a 13.70% 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 7/24/2017 12:58:46 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.