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.

Big Gainer Alert: Trading today’s 7.6% move in AVID TECHNOLOGY INC $AVID

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

AVID was recently trading at $7.09 and has an implied volatility of 49.36% for this period. Based on an analysis of the options available for AVID expiring on 19-Jan-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $7.13-$8.98 at expiration. In this scenario, the average linear return for the trade would be 32.44%.

Big 7.59% Change: After closing the last trading session at $6.59, AVID TECHNOLOGY INC opened today at $6.62 and has reached a high of $7.09.

Trade approach: A movement as big as 7.59% is a significantly bullish indicator, so this trade is designed to be profitable if AVID maintains its current direction and does not revert back to pricing on the bearish side of $7.09 on 19-Jan-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 AVID TECHNOLOGY INC closes at or above $6.85 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 56.80% 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 11/22/2017 1:39:23 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in SALLY BEAUTY HOLDINGS $SBH

The automated Quantcha Trade Ideas Service has detected a promising Bear Put Spread trade opportunity for SALLY BEAUTY HOLDINGS (SBH) for the 15-Dec-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SBH was recently trading at $15.86 and has an implied volatility of 33.47% for this period. Based on an analysis of the options available for SBH expiring on 15-Dec-2017, there is a 32.62% likelihood that the underlying will close within the analyzed range of $14.60-$15.87 at expiration. In this scenario, the average linear return for the trade would be 13.88%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, SALLY BEAUTY 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 SBH 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 SALLY BEAUTY HOLDINGS closed at or below $15.90 on 15-Dec-2017. Based on our analysis, there is a 49.51% 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 11/22/2017 1:38:48 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: APPLIED OPTOELECTRONICS INC. $AAOI trading at a 10.28% discount for the 15-Jun-2018 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for APPLIED OPTOELECTRONICS INC. (AAOI) for the 15-Jun-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

AAOI was recently trading at $42.00 and has an implied volatility of 47.17% for this period. Based on an analysis of the options available for AAOI expiring on 15-Jun-2018, there is a 68.27% likelihood that the underlying will close within the analyzed range of $24.88-$72.74 at expiration. In this scenario, the average linear return for the trade would be 48.81%.

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 $40.00, which is already $2.00 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 $2.30 per share. The final position can be considered as having a discount of $4.30 per share over the underlying price of $42.00 for a 10.24% 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 11/22/2017 1:38:47 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -8.3% move in GNC ACQUISITION HOLDINGS $GNC

The automated Quantcha Trade Ideas Service has detected a promising Short Risk Reversal trade opportunity for GNC ACQUISITION HOLDINGS (GNC) for the 19-Jan-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GNC was recently trading at $5.28 and has an implied volatility of 103.57% for this period. Based on an analysis of the options available for GNC expiring on 19-Jan-2018, there is a 34.13% likelihood that the underlying will close within the analyzed range of $3.52-$5.26 at expiration. In this scenario, the average linear return for the trade would be 71.93%.

Big -8.29% Change: After closing the last trading session at $5.76, GNC ACQUISITION HOLDINGS opened today at $5.40 and has reached a low of $5.18.

Trade approach: A movement as big as -8.29% is a significantly bearish indicator, so this trade is designed to be profitable if GNC maintains its current direction and does not revert back to pricing on the bullish side of $5.28 on 19-Jan-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 GNC ACQUISITION HOLDINGS closes at or below $5.85 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 60.40% 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 11/22/2017 1:38:47 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in UNUM $UNM

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

UNM was recently trading at $53.89 and has an implied volatility of 19.21% for this period. Based on an analysis of the options available for UNM expiring on 19-Jan-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $54.17-$58.59 at expiration. In this scenario, the average linear return for the trade would be 44.22%.

52 week high: UNUM recently reached a new 52-week high at $54.07. UNM had traded in the range $42.00-$53.90 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 UNM maintains its current direction and does not revert back to pricing on the bearish side of $53.89 on 19-Jan-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 UNUM closes at or above $53.40 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 57.24% 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 11/22/2017 1:22:19 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in COGNEX $CGNX

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

CGNX was recently trading at $143.31 and has an implied volatility of 26.50% for this period. Based on an analysis of the options available for CGNX expiring on 19-Jan-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $144.05-$160.32 at expiration. In this scenario, the average linear return for the trade would be 64.92%.

52 week high: COGNEX recently reached a new 52-week high at $145.98. CGNX had traded in the range $57.42-$142.70 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 CGNX maintains its current direction and does not revert back to pricing on the bearish side of $143.31 on 19-Jan-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 COGNEX closes at or above $143.30 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 51.94% 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 11/22/2017 1:21:58 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in CADENCE DESIGN SYSTEMS $CDNS

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

CDNS was recently trading at $45.12 and has an implied volatility of 17.87% for this period. Based on an analysis of the options available for CDNS expiring on 19-Jan-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $45.35-$48.65 at expiration. In this scenario, the average linear return for the trade would be 60.13%.

52 week high: CADENCE DESIGN SYSTEMS recently reached a new 52-week high at $45.49. CDNS had traded in the range $24.15-$45.39 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 CDNS maintains its current direction and does not revert back to pricing on the bearish side of $45.12 on 19-Jan-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 CADENCE DESIGN SYSTEMS closes at or above $45.20 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 51.86% 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 11/22/2017 1:21:43 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 22.0% move in REMARK HOLDINGS INC $MARK

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

MARK was recently trading at $8.72 and has an implied volatility of 129.39% for this period. Based on an analysis of the options available for MARK expiring on 19-Jan-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $8.79-$14.09 at expiration. In this scenario, the average linear return for the trade would be 26.24%.

Big 21.96% Change: After closing the last trading session at $7.15, REMARK HOLDINGS INC opened today at $7.03 and has reached a high of $9.35.

Trade approach: A movement as big as 21.96% is a significantly bullish indicator, so this trade is designed to be profitable if MARK maintains its current direction and does not revert back to pricing on the bearish side of $8.72 on 19-Jan-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 REMARK HOLDINGS INC closes at or above $7.76 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 60.36% 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 11/22/2017 1:21:35 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in UNITED RENTALS $URI

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

URI was recently trading at $153.48 and has an implied volatility of 29.49% for this period. Based on an analysis of the options available for URI expiring on 19-Jan-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $154.25-$172.87 at expiration. In this scenario, the average linear return for the trade would be 58.15%.

52 week high: UNITED RENTALS recently reached a new 52-week high at $154.96. URI had traded in the range $91.72-$152.76 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 URI maintains its current direction and does not revert back to pricing on the bearish side of $153.48 on 19-Jan-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 UNITED RENTALS closes at or above $153.80 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 51.02% 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 11/22/2017 1:21:16 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 8.6% move in ATHERSYS $ATHX

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

ATHX was recently trading at $2.02 and has an implied volatility of 74.08% for this period. Based on an analysis of the options available for ATHX expiring on 19-Jan-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $2.03-$2.87 at expiration. In this scenario, the average linear return for the trade would be 30.99%.

Big 8.60% Change: After closing the last trading session at $1.86, ATHERSYS opened today at $1.86 and has reached a high of $2.04.

Trade approach: A movement as big as 8.60% is a significantly bullish indicator, so this trade is designed to be profitable if ATHX maintains its current direction and does not revert back to pricing on the bearish side of $2.02 on 19-Jan-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 ATHERSYS closes at or above $1.85 on 19-Jan-2018. Based on our risk-neutral analysis, there is a 60.28% 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 11/22/2017 1:21:16 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.