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 Loser Alert: Trading today’s -7.1% move in SENSIENT TECHNOLOGIES $SXT

The automated Quantcha Trade Ideas Service has detected a promising Bear Call Spread trade opportunity for SENSIENT TECHNOLOGIES (SXT) for the 17-Aug-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SXT was recently trading at $67.27 and has an implied volatility of 22.67% for this period. Based on an analysis of the options available for SXT expiring on 17-Aug-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $64.46-$67.37 at expiration. In this scenario, the average linear return for the trade would be 53.56%.

Big -7.11% Change: After closing the last trading session at $72.42, SENSIENT TECHNOLOGIES opened today at $71.77 and has reached a low of $67.21.

Trade approach: A movement as big as -7.11% is a significantly bearish indicator, so this trade is designed to be profitable if SXT maintains its current direction and does not revert back to pricing on the bullish side of $67.27 on 17-Aug-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 SENSIENT TECHNOLOGIES closes at or below $67.45 on 17-Aug-2018. Based on our risk-neutral analysis, there is a 51.09% 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 7/23/2018 11:44:08 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 8.3% move in CLEVELAND-CLIFFS INC $CLF

The automated Quantcha Trade Ideas Service has detected a promising Bull Call Spread trade opportunity for CLEVELAND-CLIFFS INC (CLF) for the 21-Sep-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CLF was recently trading at $10.79 and has an implied volatility of 43.77% for this period. Based on an analysis of the options available for CLF expiring on 21-Sep-2018, there is a 34.13% likelihood that the underlying will close within the analyzed range of $10.88-$13.00 at expiration. In this scenario, the average linear return for the trade would be 74.52%.

Big 8.28% Change: After closing the last trading session at $9.96, CLEVELAND-CLIFFS INC opened today at $10.34 and has reached a high of $10.80.

Trade approach: A movement as big as 8.28% is a significantly bullish indicator, so this trade is designed to be profitable if CLF maintains its current direction and does not revert back to pricing on the bearish side of $10.79 on 21-Sep-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 CLEVELAND-CLIFFS INC closes at or above $10.57 on 21-Sep-2018. Based on our risk-neutral analysis, there is a 56.37% 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 7/23/2018 11:28:37 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: UNIT GROUP INC $UNIT trading at a 10.34% discount for the 17-Jan-2020 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for UNIT GROUP INC (UNIT) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

UNIT was recently trading at $17.07 and has an implied volatility of 25.00% for this period. Based on an analysis of the options available for UNIT expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $10.47-$29.78 at expiration. In this scenario, the average linear return for the trade would be 55.60%.

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 $17.50, which is already $0.43 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 $2.20 per share. The final position can be considered as having a discount of $1.77 per share over the underlying price of $17.07 for a 10.37% 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 7/23/2018 10:58:37 AM 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 17-Aug-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PETS was recently trading at $34.23 and has an implied volatility of 45.78% for this period. Based on an analysis of the options available for PETS expiring on 17-Aug-2018, there is a 32.39% likelihood that the underlying will close within the analyzed range of $30.39-$34.27 at expiration. In this scenario, the average linear return for the trade would be 23.46%.

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 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 PETMED EXPRESS closed at or below $35.95 on 17-Aug-2018. Based on our analysis, there is a 63.25% 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 7/23/2018 10:45:45 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: GOLAR LNG PARTNERS $GMLP trading at a 11.35% discount for the 17-Jan-2020 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for GOLAR LNG PARTNERS (GMLP) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GMLP was recently trading at $15.05 and has an implied volatility of 15.89% for this period. Based on an analysis of the options available for GMLP expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $9.62-$25.25 at expiration. In this scenario, the average linear return for the trade would be 60.86%.

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 $15.00, which is already $0.05 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 $1.65 per share. The final position can be considered as having a discount of $1.70 per share over the underlying price of $15.05 for a 11.30% 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 7/23/2018 10:45:35 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in PATTERSON-UTI ENERGY $PTEN

The automated Quantcha Trade Ideas Service has detected a promising Bear Put Spread trade opportunity for PATTERSON-UTI ENERGY (PTEN) for the 17-Aug-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PTEN was recently trading at $16.03 and has an implied volatility of 48.33% for this period. Based on an analysis of the options available for PTEN expiring on 17-Aug-2018, there is a 32.42% likelihood that the underlying will close within the analyzed range of $14.19-$16.03 at expiration. In this scenario, the average linear return for the trade would be 53.79%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, PATTERSON-UTI 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 PTEN 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 PATTERSON-UTI ENERGY closed at or below $16.35 on 17-Aug-2018. Based on our analysis, there is a 54.56% 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 7/23/2018 10:45:03 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: DIREXION DAILY JR GOLD BULL $JNUG returning up to 36.12% through 18-Jan-2019

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for DIREXION DAILY JR GOLD BULL (JNUG) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

JNUG was recently trading at $12.52 and has an implied volatility of 69.62% for this period. Based on an analysis of the options available for JNUG expiring on 18-Jan-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $7.69-$21.04 at expiration. In this scenario, the average linear return for the trade would be 12.50%.

Moneyness: These options are currently 19.86% out of the money and there is a 36.82% likelihood that these options will be exercised before or at expiration.

Most upside: If DIREXION DAILY JR GOLD BULL closes at or above $21.04, this trade could return up to 36.12%. 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 38.76% chance the underlying will close at or below its breakeven price of $11.02, 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 7/23/2018 10:45:15 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: AGNC INVESTMENT CORP $AGNC trading at a 10.76% discount for the 17-Jan-2020 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for AGNC INVESTMENT CORP (AGNC) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

AGNC was recently trading at $19.11 and has an implied volatility of 2.94% for this period. Based on an analysis of the options available for AGNC expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $15.80-$24.75 at expiration. In this scenario, the average linear return for the trade would be 74.35%.

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 $20.00, which is already $0.89 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 $2.95 per share. The final position can be considered as having a discount of $2.06 per share over the underlying price of $19.11 for a 10.78% 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 7/23/2018 10:45:15 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 VF $VFC

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for VF (VFC) for the 31-Aug-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

VFC was recently trading at $92.46 and has an implied volatility of 17.53% for this period. Based on an analysis of the options available for VFC expiring on 31-Aug-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $93.11-$98.90 at expiration. In this scenario, the average linear return for the trade would be 82.67%.

52 week high: VF recently reached a new 52-week high at $93.50. VFC had traded in the range $56.57-$89.60 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 VFC maintains its current direction and does not revert back to pricing on the bearish side of $92.46 on 31-Aug-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 VF closes at or above $93.05 on 31-Aug-2018. Based on our risk-neutral analysis, there is a 50.46% 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 7/23/2018 10:45:03 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 SYSCO $SYY

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for SYSCO (SYY) for the 10-Aug-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SYY was recently trading at $71.23 and has an implied volatility of 15.33% for this period. Based on an analysis of the options available for SYY expiring on 10-Aug-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $71.56-$73.80 at expiration. In this scenario, the average linear return for the trade would be 66.67%.

52 week high: SYSCO recently reached a new 52-week high at $71.56. SYY had traded in the range $50.05-$71.32 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 SYY maintains its current direction and does not revert back to pricing on the bearish side of $71.23 on 10-Aug-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 SYSCO closes at or above $71.30 on 10-Aug-2018. Based on our risk-neutral analysis, there is a 54.67% 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 7/23/2018 10:44:48 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.