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.

Covered Call Alert: GLOBAL BLOOD THERAPEUTICS INC. COMMON STOCK $GBT returning up to 21.36% through 20-Mar-2020

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Quantchabot has detected a promising Covered Call trade opportunity for GLOBAL BLOOD THERAPEUTICS INC. COMMON STOCK (GBT) for the 20-Mar-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GBT was recently trading at $48.48 and has an implied volatility of 70.66% for this period. Based on an analysis of the options available for GBT expiring on 20-Mar-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $32.72-$72.79 at expiration. In this scenario, the average linear return for the trade would be 10.14%.

Moneyness: These options are currently 3.18% out of the money and there is a 47.68% likelihood that these options will be exercised before or at expiration.

Most upside: If GLOBAL BLOOD THERAPEUTICS INC. COMMON STOCK closes at or above $50.00, this trade could return up to 21.36%. Based on our analysis, there is a 47.58% 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 33.60% chance the underlying will close at or below its breakeven price of $41.20, 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 11/14/2019 11:30:06 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: MPLX LP $MPLX trading at a 10.59% discount for the 21-Jan-2022 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for MPLX LP (MPLX) for the 21-Jan-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MPLX was recently trading at $23.66 and has an implied volatility of 11.64% for this period. Based on an analysis of the options available for MPLX expiring on 21-Jan-2022, there is a 68.27% likelihood that the underlying will close within the analyzed range of $14.93-$40.96 at expiration. In this scenario, the average linear return for the trade would be 71.47%.

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 $23.00, which is already $0.66 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 $1.85 per share. The final position can be considered as having a discount of $2.51 per share over the underlying price of $23.66 for a 10.59% 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 11/14/2019 10:36:54 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in WEIBO CORPORATION AMERICAN DEP $WB

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Quantchabot has detected a promising Bear Call Spread trade opportunity for WEIBO CORPORATION AMERICAN DEP (WB) for the 22-Nov-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

WB was recently trading at $44.03 and has an implied volatility of 48.09% for this period. Based on an analysis of the options available for WB expiring on 22-Nov-2019, there is a 33.99% likelihood that the underlying will close within the analyzed range of $40.73-$44.04 at expiration. In this scenario, the average linear return for the trade would be 44.35%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, WEIBO CORPORATION AMERICAN DEP 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 WB 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 WEIBO CORPORATION AMERICAN DEP closed at or below $44.30 on 22-Nov-2019. Based on our analysis, there is a 52.90% 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 11/14/2019 10:36:57 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 MARSH & MCLENNAN $MMC

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Quantchabot has detected a promising Bull Put Spread trade opportunity for MARSH & MCLENNAN (MMC) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MMC was recently trading at $104.82 and has an implied volatility of 15.03% for this period. Based on an analysis of the options available for MMC expiring on 17-Jan-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $105.15-$112.04 at expiration. In this scenario, the average linear return for the trade would be 35.14%.

52 week high: MARSH & MCLENNAN recently reached a new 52-week high at $105.25. MMC had traded in the range $74.30-$104.86 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 MMC maintains its current direction and does not revert back to pricing on the bearish side of $104.82 on 17-Jan-2020. 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 MARSH & MCLENNAN closes at or above $103.70 on 17-Jan-2020. Based on our risk-neutral analysis, there is a 58.66% 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 11/14/2019 10:36:54 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 10.2% move in TEEKAY $TK

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Quantchabot has detected a promising Covered Call trade opportunity for TEEKAY (TK) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

TK was recently trading at $5.41 and has an implied volatility of 76.45% for this period. Based on an analysis of the options available for TK expiring on 17-Jan-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $5.43-$7.11 at expiration. In this scenario, the average linear return for the trade would be 14.65%.

Big 10.18% Change: After closing the last trading session at $4.91, TEEKAY opened today at $5.21 and has reached a high of $5.71.

Trade approach: A movement as big as 10.18% is a significantly bullish indicator, so this trade is designed to be profitable if TK maintains its current direction and does not revert back to pricing on the bearish side of $5.41 on 17-Jan-2020. 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 TEEKAY closes at or above $5.37 on 17-Jan-2020. Based on our risk-neutral analysis, there is a 51.56% 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 11/14/2019 10:35:52 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 SHERWIN-WILLIAMS $SHW

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Call Spread trade opportunity for SHERWIN-WILLIAMS (SHW) for the 27-Dec-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SHW was recently trading at $589.45 and has an implied volatility of 16.85% for this period. Based on an analysis of the options available for SHW expiring on 27-Dec-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $590.70-$628.72 at expiration. In this scenario, the average linear return for the trade would be 59.49%.

52 week high: SHERWIN-WILLIAMS recently reached a new 52-week high at $590.45. SHW had traded in the range $365.20-$589.30 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 SHW maintains its current direction and does not revert back to pricing on the bearish side of $589.45 on 27-Dec-2019. 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 SHERWIN-WILLIAMS closes at or above $590.50 on 27-Dec-2019. Based on our risk-neutral analysis, there is a 50.21% 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 11/14/2019 10:35:51 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in IQIYI INC. AMERICAN DEPOSITARY SHARES $IQ

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bear Put Spread trade opportunity for IQIYI INC. AMERICAN DEPOSITARY SHARES (IQ) for the 22-Nov-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

IQ was recently trading at $17.39 and has an implied volatility of 50.32% for this period. Based on an analysis of the options available for IQ expiring on 22-Nov-2019, there is a 34.07% likelihood that the underlying will close within the analyzed range of $16.27-$17.40 at expiration. In this scenario, the average linear return for the trade would be 80.46%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, IQIYI INC. AMERICAN DEPOSITARY SHARES 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 IQ 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 IQIYI INC. AMERICAN DEPOSITARY SHARES closed at or below $17.49 on 22-Nov-2019. Based on our analysis, there is a 53.16% 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 11/14/2019 10:35:45 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: ANNALY CAPITAL $NLY trading at a 10.39% discount for the 21-Jan-2022 expiration

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Synthetic Long Stock trade opportunity for ANNALY CAPITAL (NLY) for the 21-Jan-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NLY was recently trading at $9.10 and has an implied volatility of 9.18% for this period. Based on an analysis of the options available for NLY expiring on 21-Jan-2022, there is a 68.27% likelihood that the underlying will close within the analyzed range of $6.79-$13.32 at expiration. In this scenario, the average linear return for the trade would be 75.68%.

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 $10.00, which is already $0.90 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 $1.85 per share. The final position can be considered as having a discount of $0.95 per share over the underlying price of $9.10 for a 10.44% 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 11/14/2019 10:35:45 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in NETAPP $NTAP

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bear Call Spread trade opportunity for NETAPP (NTAP) for the 22-Nov-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NTAP was recently trading at $61.84 and has an implied volatility of 33.15% for this period. Based on an analysis of the options available for NTAP expiring on 22-Nov-2019, there is a 33.44% likelihood that the underlying will close within the analyzed range of $58.50-$61.81 at expiration. In this scenario, the average linear return for the trade would be 64.99%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, NETAPP 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 NTAP 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 NETAPP closed at or below $62.05 on 22-Nov-2019. Based on our analysis, there is a 52.13% 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 11/14/2019 10:34:25 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -7.3% move in HEXO CORP $HEXO

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Quantchabot has detected a promising Long Put trade opportunity for HEXO CORP (HEXO) for the 15-Nov-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

HEXO was recently trading at $1.85 and has an implied volatility of 168.63% for this period. Based on an analysis of the options available for HEXO expiring on 15-Nov-2019, there is a 34.16% likelihood that the underlying will close within the analyzed range of $1.71-$1.85 at expiration. In this scenario, the average linear return for the trade would be 47.61%.

Big -7.25% Change: After closing the last trading session at $1.99, HEXO CORP opened today at $1.93 and has reached a low of $1.81.

Trade approach: A movement as big as -7.25% is a significantly bearish indicator, so this trade is designed to be profitable if HEXO maintains its current direction and does not revert back to pricing on the bullish side of $1.85 on 15-Nov-2019. 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 HEXO CORP closes at or below $1.85 on 15-Nov-2019. Based on our risk-neutral analysis, there is a 51.17% 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 11/14/2019 10:34:34 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.