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: AURORA CANNABIS INC $ACB trading at a 10.79% discount for the 15-Jan-2021 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for AURORA CANNABIS INC (ACB) for the 15-Jan-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ACB was recently trading at $7.00 and has an implied volatility of 38.62% for this period. Based on an analysis of the options available for ACB expiring on 15-Jan-2021, there is a 68.27% likelihood that the underlying will close within the analyzed range of $3.63-$14.42 at expiration. In this scenario, the average linear return for the trade would be 54.06%.

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 $7.00, which is already $0.00 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 $0.76 per share. The final position can be considered as having a discount of $0.76 per share over the underlying price of $7.00 for a 10.85% 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 7/18/2019 12:31:31 PM 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 AMARIN $AMRN

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Quantchabot has detected a promising Bear Put Spread trade opportunity for AMARIN (AMRN) for the 26-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

AMRN was recently trading at $19.46 and has an implied volatility of 65.55% for this period. Based on an analysis of the options available for AMRN expiring on 26-Jul-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $17.86-$19.47 at expiration. In this scenario, the average linear return for the trade would be 49.58%.

Big -7.64% Change: After closing the last trading session at $21.07, AMARIN opened today at $19.16 and has reached a low of $18.96.

Trade approach: A movement as big as -7.64% is a significantly bearish indicator, so this trade is designed to be profitable if AMRN maintains its current direction and does not revert back to pricing on the bullish side of $19.46 on 26-Jul-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 AMARIN closes at or below $19.55 on 26-Jul-2019. Based on our risk-neutral analysis, there is a 51.88% 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 7/18/2019 11:20:28 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 ZEBRA TECHNOLOGIES $ZBRA

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Quantchabot has detected a promising Bear Call Spread trade opportunity for ZEBRA TECHNOLOGIES (ZBRA) for the 19-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ZBRA was recently trading at $182.83 and has an implied volatility of 68.60% for this period. Based on an analysis of the options available for ZBRA expiring on 19-Jul-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $176.61-$182.85 at expiration. In this scenario, the average linear return for the trade would be 61.34%.

Big -7.60% Change: After closing the last trading session at $197.86, ZEBRA TECHNOLOGIES opened today at $196.97 and has reached a low of $182.04.

Trade approach: A movement as big as -7.60% is a significantly bearish indicator, so this trade is designed to be profitable if ZBRA maintains its current direction and does not revert back to pricing on the bullish side of $182.83 on 19-Jul-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 ZEBRA TECHNOLOGIES closes at or below $184.25 on 19-Jul-2019. Based on our risk-neutral analysis, there is a 58.72% 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 7/18/2019 11:07:36 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: CEL-SCI $CVM trading at a 10.57% discount for the 17-Jan-2020 expiration

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

CVM was recently trading at $6.13 and has an implied volatility of 109.29% for this period. Based on an analysis of the options available for CVM expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $2.10-$18.28 at expiration. In this scenario, the average linear return for the trade would be 58.59%.

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 $5.00, which is already $1.13 in the money. An out-of-the-money put at the same strike is sold to finance the call, resulting in a net debit of $0.50 per share. The final position can be considered as having a discount of $0.63 per share over the underlying price of $6.13 for a 10.28% 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 7/18/2019 10:55:37 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 18.4% move in NEPTUNE TECHNOLOGIES $NEPT

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Quantchabot has detected a promising Long Call trade opportunity for NEPTUNE TECHNOLOGIES (NEPT) for the 19-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NEPT was recently trading at $5.79 and has an implied volatility of 0.00% for this period. Based on an analysis of the options available for NEPT expiring on 19-Jul-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $5.79-$6.18 at expiration. In this scenario, the average linear return for the trade would be 92.58%.

Big 18.40% Change: After closing the last trading session at $4.89, NEPTUNE TECHNOLOGIES opened today at $4.89 and has reached a high of $5.86.

Trade approach: A movement as big as 18.40% is a significantly bullish indicator, so this trade is designed to be profitable if NEPT maintains its current direction and does not revert back to pricing on the bearish side of $5.79 on 19-Jul-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 NEPTUNE TECHNOLOGIES closes at or above $5.50 on 19-Jul-2019. Based on our risk-neutral analysis, there is a 78.73% 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 7/18/2019 10:38:42 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -7.1% move in PLEXUS $PLXS

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Quantchabot has detected a promising Covered Put trade opportunity for PLEXUS (PLXS) for the 20-Sep-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PLXS was recently trading at $55.61 and has an implied volatility of 30.84% for this period. Based on an analysis of the options available for PLXS expiring on 20-Sep-2019, there is a 34.13% likelihood that the underlying will close within the analyzed range of $48.57-$55.84 at expiration. In this scenario, the average linear return for the trade would be 12.07%.

Big -7.12% Change: After closing the last trading session at $59.87, PLEXUS opened today at $58.36 and has reached a low of $54.04.

Trade approach: A movement as big as -7.12% is a significantly bearish indicator, so this trade is designed to be profitable if PLXS maintains its current direction and does not revert back to pricing on the bullish side of $55.61 on 20-Sep-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 PLEXUS closes at or below $55.84 on 20-Sep-2019. Based on our risk-neutral analysis, there is a 50.01% 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 7/18/2019 10:38:26 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 ROSS STORES $ROST

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Quantchabot has detected a promising Bull Put Spread trade opportunity for ROSS STORES (ROST) for the 16-Aug-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ROST was recently trading at $106.83 and has an implied volatility of 20.28% for this period. Based on an analysis of the options available for ROST expiring on 16-Aug-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $107.03-$113.24 at expiration. In this scenario, the average linear return for the trade would be 39.99%.

52 week high: ROSS STORES recently reached a new 52-week high at $107.50. ROST had traded in the range $75.91-$107.45 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 ROST maintains its current direction and does not revert back to pricing on the bearish side of $106.83 on 16-Aug-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 ROSS STORES closes at or above $106.55 on 16-Aug-2019. Based on our risk-neutral analysis, there is a 53.18% 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 7/18/2019 10:34:51 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in SCHLUMBERGER $SLB

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Quantchabot has detected a promising Bull Put Spread trade opportunity for SCHLUMBERGER (SLB) for the 26-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SLB was recently trading at $38.27 and has an implied volatility of 33.97% for this period. Based on an analysis of the options available for SLB expiring on 26-Jul-2019, there is a 34.58% likelihood that the underlying will close within the analyzed range of $38.27-$40.34 at expiration. In this scenario, the average linear return for the trade would be 66.59%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, SCHLUMBERGER 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 SLB on StockTwits appears to be significantly positive, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bullish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bullish strategy, the trade would be profitable if SCHLUMBERGER closed at or above $38.09 on 26-Jul-2019. Based on our analysis, there is a 53.94% 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 7/18/2019 10:34:52 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 S & P GLOBAL INC $SPGI

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Quantchabot has detected a promising Bull Put Spread trade opportunity for S & P GLOBAL INC (SPGI) for the 26-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SPGI was recently trading at $240.06 and has an implied volatility of 15.30% for this period. Based on an analysis of the options available for SPGI expiring on 26-Jul-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $240.19-$245.82 at expiration. In this scenario, the average linear return for the trade would be 26.77%.

52 week high: S & P GLOBAL INC recently reached a new 52-week high at $242.41. SPGI had traded in the range $156.68-$241.92 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 SPGI maintains its current direction and does not revert back to pricing on the bearish side of $240.06 on 26-Jul-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 S & P GLOBAL INC closes at or above $239.95 on 26-Jul-2019. Based on our risk-neutral analysis, there is a 51.71% 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 7/18/2019 10:34:15 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: NTERCEPT PHARMACEUTICALS $ICPT returning up to 21.15% through 17-Jan-2020

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

ICPT was recently trading at $69.17 and has an implied volatility of 63.42% for this period. Based on an analysis of the options available for ICPT expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $44.52-$109.91 at expiration. In this scenario, the average linear return for the trade would be 10.10%.

Moneyness: These options are currently 1.21% out of the money and there is a 49.94% likelihood that these options will be exercised before or at expiration.

Most upside: If NTERCEPT PHARMACEUTICALS closes at or above $70.00, this trade could return up to 21.15%. Based on our analysis, there is a 49.94% 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 33.61% chance the underlying will close at or below its breakeven price of $57.78, 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 7/18/2019 10:34:12 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.