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.

Synthetic Long Discount Alert: HI-CRUSH PARTNERS $HCLP trading at a 12.18% discount for the 19-Jul-2019 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for HI-CRUSH PARTNERS (HCLP) for the 19-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

HCLP was recently trading at $6.76 and has an implied volatility of 49.38% for this period. Based on an analysis of the options available for HCLP expiring on 19-Jul-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $3.69-$12.92 at expiration. In this scenario, the average linear return for the trade would be 57.69%.

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 $7.50, which is already $0.74 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 $1.55 per share. The final position can be considered as having a discount of $0.81 per share over the underlying price of $6.76 for a 11.98% 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 11/20/2018 10:59:59 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 12.37% discount for the 17-Jan-2020 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for TURTLE BEACH CORPORATION COMMO (HEAR) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

HEAR was recently trading at $14.15 and has an implied volatility of 67.38% for this period. Based on an analysis of the options available for HEAR expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $5.35-$40.31 at expiration. In this scenario, the average linear return for the trade would be 65.07%.

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 put position is opened at a strike of $15.00, which is already $0.85 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 $1.75 per share over the underlying price of $14.15 for a 12.37% 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 11/20/2018 10:59:30 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in JD.COM INC $JD

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Quantchabot has detected a promising Bear Call Spread trade opportunity for JD.COM INC (JD) for the 30-Nov-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

JD was recently trading at $19.63 and has an implied volatility of 69.18% for this period. Based on an analysis of the options available for JD expiring on 30-Nov-2018, there is a 33.91% likelihood that the underlying will close within the analyzed range of $17.50-$19.63 at expiration. In this scenario, the average linear return for the trade would be 83.43%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, JD.COM INC 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 JD 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 JD.COM INC closed at or below $19.73 on 30-Nov-2018. Based on our analysis, there is a 51.61% 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 11/20/2018 10:51:19 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 SAP AE $SAP

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Quantchabot has detected a promising Bear Call Spread trade opportunity for SAP AE (SAP) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SAP was recently trading at $99.77 and has an implied volatility of 25.91% for this period. Based on an analysis of the options available for SAP expiring on 18-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $90.08-$100.16 at expiration. In this scenario, the average linear return for the trade would be 61.21%.

52 week low: SAP AE recently reached a new 52-week low at $98.83. SAP had traded in the range $99.20-$127.16 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 SAP maintains its current direction and does not revert back to pricing on the bullish side of $99.77 on 18-Jan-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 SAP AE closes at or below $101.90 on 18-Jan-2019. Based on our risk-neutral analysis, there is a 56.46% 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 11/20/2018 10:50:18 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -7.6% move in RANGE RESOURCES $RRC

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Quantchabot has detected a promising Bear Call Spread trade opportunity for RANGE RESOURCES (RRC) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

RRC was recently trading at $15.60 and has an implied volatility of 52.55% for this period. Based on an analysis of the options available for RRC expiring on 18-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $12.67-$15.65 at expiration. In this scenario, the average linear return for the trade would be 54.11%.

Big -7.58% Change: After closing the last trading session at $16.88, RANGE RESOURCES opened today at $16.51 and has reached a low of $15.57.

Trade approach: A movement as big as -7.58% is a significantly bearish indicator, so this trade is designed to be profitable if RRC maintains its current direction and does not revert back to pricing on the bullish side of $15.60 on 18-Jan-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 RANGE RESOURCES closes at or below $15.75 on 18-Jan-2019. Based on our risk-neutral analysis, there is a 51.15% 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 11/20/2018 10:50:11 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in ROSS STORES $ROST

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Quantchabot has detected a promising Bear Call Spread trade opportunity for ROSS STORES (ROST) for the 21-Dec-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ROST was recently trading at $86.72 and has an implied volatility of 30.58% for this period. Based on an analysis of the options available for ROST expiring on 21-Dec-2018, there is a 33.30% likelihood that the underlying will close within the analyzed range of $78.93-$86.67 at expiration. In this scenario, the average linear return for the trade would be 52.04%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, ROSS STORES 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 ROST 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 ROSS STORES closed at or below $86.85 on 21-Dec-2018. Based on our analysis, there is a 50.06% 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 11/20/2018 10:50:17 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 TAIWAN SEMICONDUCTOR $TSM

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Quantchabot has detected a promising Bear Call Spread trade opportunity for TAIWAN SEMICONDUCTOR (TSM) for the 21-Dec-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

TSM was recently trading at $35.41 and has an implied volatility of 32.42% for this period. Based on an analysis of the options available for TSM expiring on 21-Dec-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $32.33-$35.48 at expiration. In this scenario, the average linear return for the trade would be 63.09%.

52 week low: TAIWAN SEMICONDUCTOR recently reached a new 52-week low at $35.22. TSM had traded in the range $35.35-$46.57 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 TSM maintains its current direction and does not revert back to pricing on the bullish side of $35.41 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 bearish strategy, the trade would be profitable if TAIWAN SEMICONDUCTOR closes at or below $35.80 on 21-Dec-2018. Based on our risk-neutral analysis, there is a 53.90% 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 11/20/2018 10:49:49 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -15.8% move in LIVANOVA PLC ORDINARY SHARES $LIVN

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bear Put Spread trade opportunity for LIVANOVA PLC ORDINARY SHARES (LIVN) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

LIVN was recently trading at $101.12 and has an implied volatility of 58.86% for this period. Based on an analysis of the options available for LIVN expiring on 18-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $81.42-$101.67 at expiration. In this scenario, the average linear return for the trade would be 35.57%.

Big -15.85% Change: After closing the last trading session at $120.16, LIVANOVA PLC ORDINARY SHARES opened today at $108.00 and has reached a low of $97.21.

Trade approach: A movement as big as -15.85% is a significantly bearish indicator, so this trade is designed to be profitable if LIVN maintains its current direction and does not revert back to pricing on the bullish side of $101.12 on 18-Jan-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 LIVANOVA PLC ORDINARY SHARES closes at or below $102.40 on 18-Jan-2019. Based on our risk-neutral analysis, there is a 51.28% 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 11/20/2018 10:49:53 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in TARGET $TGT

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bear Call Spread trade opportunity for TARGET (TGT) for the 30-Nov-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

TGT was recently trading at $69.29 and has an implied volatility of 43.72% for this period. Based on an analysis of the options available for TGT expiring on 30-Nov-2018, there is a 33.78% likelihood that the underlying will close within the analyzed range of $64.33-$69.27 at expiration. In this scenario, the average linear return for the trade would be 67.96%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, TARGET 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 TGT 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 TARGET closed at or below $69.32 on 30-Nov-2018. Based on our analysis, there is a 50.03% 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 11/20/2018 10:49:14 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 HOME DEPOT $HD

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bear Call Spread trade opportunity for HOME DEPOT (HD) for the 15-Feb-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

HD was recently trading at $170.14 and has an implied volatility of 24.90% for this period. Based on an analysis of the options available for HD expiring on 15-Feb-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $150.03-$170.09 at expiration. In this scenario, the average linear return for the trade would be 91.79%.

52 week low: HOME DEPOT recently reached a new 52-week low at $167.00. HD had traded in the range $167.80-$215.43 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 HD maintains its current direction and does not revert back to pricing on the bullish side of $170.14 on 15-Feb-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 HOME DEPOT closes at or below $170.15 on 15-Feb-2019. Based on our risk-neutral analysis, there is a 50.11% 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 11/20/2018 10:49:13 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.