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: FIBROGEN INC COMMON STOCK $FGEN returning up to 20.36% through 15-Mar-2019

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for FIBROGEN INC COMMON STOCK (FGEN) for the 15-Mar-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

FGEN was recently trading at $58.35 and has an implied volatility of 57.93% for this period. Based on an analysis of the options available for FGEN expiring on 15-Mar-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $40.18-$87.40 at expiration. In this scenario, the average linear return for the trade would be 10.27%.

Moneyness: These options are currently 2.92% out of the money and there is a 48.85% likelihood that these options will be exercised before or at expiration.

Most upside: If FIBROGEN INC COMMON STOCK closes at or above $60.00, this trade could return up to 20.36%. Based on our analysis, there is a 48.72% 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 32.82% chance the underlying will close at or below its breakeven price of $49.85, 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 9/21/2018 11:30:58 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: SRC ENERGY INC $SRCI returning up to 29.53% through 15-Mar-2019

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for SRC ENERGY INC (SRCI) for the 15-Mar-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SRCI was recently trading at $8.81 and has an implied volatility of 65.66% for this period. Based on an analysis of the options available for SRCI expiring on 15-Mar-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $5.66-$14.19 at expiration. In this scenario, the average linear return for the trade would be 11.26%.

Moneyness: These options are currently 13.44% out of the money and there is a 40.42% likelihood that these options will be exercised before or at expiration.

Most upside: If SRC ENERGY INC closes at or above $10.00, this trade could return up to 29.53%. Based on our analysis, there is a 40.56% 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 37.29% chance the underlying will close at or below its breakeven price of $7.72, 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 9/21/2018 11:30:18 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: NEKTAR THERAPEUTICS $NKTR returning up to 21.95% through 15-Feb-2019

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for NEKTAR THERAPEUTICS (NKTR) for the 15-Feb-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NKTR was recently trading at $58.85 and has an implied volatility of 70.75% for this period. Based on an analysis of the options available for NKTR expiring on 15-Feb-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $38.69-$92.22 at expiration. In this scenario, the average linear return for the trade would be 11.14%.

Moneyness: These options are currently 1.95% out of the money and there is a 49.60% likelihood that these options will be exercised before or at expiration.

Most upside: If NEKTAR THERAPEUTICS closes at or above $60.00, this trade could return up to 21.95%. Based on our analysis, there is a 49.60% 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 32.75% chance the underlying will close at or below its breakeven price of $49.20, 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 9/21/2018 11:00:19 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 ANTHEM INC $ANTM

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for ANTHEM INC (ANTM) for the 26-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ANTM was recently trading at $272.86 and has an implied volatility of 16.31% for this period. Based on an analysis of the options available for ANTM expiring on 26-Oct-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $274.73-$288.97 at expiration. In this scenario, the average linear return for the trade would be 73.03%.

52 week high: ANTHEM INC recently reached a new 52-week high at $276.00. ANTM had traded in the range $179.40-$274.00 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 ANTM maintains its current direction and does not revert back to pricing on the bearish side of $272.86 on 26-Oct-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 ANTHEM INC closes at or above $274.15 on 26-Oct-2018. Based on our risk-neutral analysis, there is a 51.67% 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 9/21/2018 10:50:12 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in GW PHARMACEUTICALS PLC AMERICA $GWPH

The automated Quantcha Trade Ideas Service has detected a promising Bear Call Spread trade opportunity for GW PHARMACEUTICALS PLC AMERICA (GWPH) for the 19-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GWPH was recently trading at $164.42 and has an implied volatility of 52.99% for this period. Based on an analysis of the options available for GWPH expiring on 19-Oct-2018, there is a 32.55% likelihood that the underlying will close within the analyzed range of $141.79-$164.25 at expiration. In this scenario, the average linear return for the trade would be 35.86%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, GW PHARMACEUTICALS PLC AMERICA 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 GWPH 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 GW PHARMACEUTICALS PLC AMERICA closed at or below $164.50 on 19-Oct-2018. Based on our analysis, there is a 48.82% 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 9/21/2018 10:49:53 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 ABBOTT LABORATORIES $ABT

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for ABBOTT LABORATORIES (ABT) for the 12-Oct-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ABT was recently trading at $69.01 and has an implied volatility of 12.85% for this period. Based on an analysis of the options available for ABT expiring on 12-Oct-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $69.38-$71.75 at expiration. In this scenario, the average linear return for the trade would be 97.95%.

52 week high: ABBOTT LABORATORIES recently reached a new 52-week high at $69.18. ABT had traded in the range $51.38-$68.96 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 ABT maintains its current direction and does not revert back to pricing on the bearish side of $69.01 on 12-Oct-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 ABBOTT LABORATORIES closes at or above $69.36 on 12-Oct-2018. Based on our risk-neutral analysis, there is a 50.35% 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 9/21/2018 10:49:40 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 16.4% move in STEELCASE $SCS

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

SCS was recently trading at $18.80 and has an implied volatility of 34.04% for this period. Based on an analysis of the options available for SCS expiring on 19-Oct-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $18.91-$20.89 at expiration. In this scenario, the average linear return for the trade would be 59.25%.

Big 16.41% Change: After closing the last trading session at $16.15, STEELCASE opened today at $19.15 and has reached a high of $19.35.

Trade approach: A movement as big as 16.41% is a significantly bullish indicator, so this trade is designed to be profitable if SCS maintains its current direction and does not revert back to pricing on the bearish side of $18.80 on 19-Oct-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 STEELCASE closes at or above $18.85 on 19-Oct-2018. Based on our risk-neutral analysis, there is a 51.38% 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 9/21/2018 10:49:39 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: BUCKEYE PARTNERS L.P. $BPL trading at a 10.01% discount for the 15-Jan-2021 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for BUCKEYE PARTNERS L.P. (BPL) for the 15-Jan-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BPL was recently trading at $36.22 and has an implied volatility of 10.07% for this period. Based on an analysis of the options available for BPL expiring on 15-Jan-2021, there is a 68.27% likelihood that the underlying will close within the analyzed range of $24.44-$58.63 at expiration. In this scenario, the average linear return for the trade would be 60.35%.

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 $37.00, which is already $0.78 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 $4.40 per share. The final position can be considered as having a discount of $3.62 per share over the underlying price of $36.22 for a 10.01% 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 9/21/2018 10:49:39 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -9.7% move in CRONOS GROUP INC. COMMON SHARE $CRON

The automated Quantcha Trade Ideas Service has detected a promising Covered Put trade opportunity for CRONOS GROUP INC. COMMON SHARE (CRON) for the 2-Nov-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CRON was recently trading at $12.42 and has an implied volatility of 143.84% for this period. Based on an analysis of the options available for CRON expiring on 2-Nov-2018, there is a 34.14% likelihood that the underlying will close within the analyzed range of $7.58-$12.51 at expiration. In this scenario, the average linear return for the trade would be 887.13%.

Big -9.70% Change: After closing the last trading session at $13.75, CRONOS GROUP INC. COMMON SHARE opened today at $13.27 and has reached a low of $12.40.

Trade approach: A movement as big as -9.70% is a significantly bearish indicator, so this trade is designed to be profitable if CRON maintains its current direction and does not revert back to pricing on the bullish side of $12.42 on 2-Nov-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 CRONOS GROUP INC. COMMON SHARE closes at or below $18.51 on 2-Nov-2018. Based on our risk-neutral analysis, there is a 78.28% 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 9/21/2018 10:49:21 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 10.46% discount for the 15-Jan-2021 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for TURTLE BEACH CORPORATION COMMO (HEAR) for the 15-Jan-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

HEAR was recently trading at $19.96 and has an implied volatility of 57.08% for this period. Based on an analysis of the options available for HEAR expiring on 15-Jan-2021, there is a 68.27% likelihood that the underlying will close within the analyzed range of $5.71-$76.39 at expiration. In this scenario, the average linear return for the trade would be 70.10%.

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 $0.04 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 $2.10 per share. The final position can be considered as having a discount of $2.06 per share over the underlying price of $19.96 for a 10.32% 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 9/21/2018 10:49:17 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.