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.

52-Week Low Alert: Trading today’s movement in CONSTELLATION BRANDS $STZ

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Quantchabot has detected a promising Bear Call Spread trade opportunity for CONSTELLATION BRANDS (STZ) for the 4-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

STZ was recently trading at $184.52 and has an implied volatility of 23.25% for this period. Based on an analysis of the options available for STZ expiring on 4-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $174.38-$184.77 at expiration. In this scenario, the average linear return for the trade would be 62.40%.

52 week low: CONSTELLATION BRANDS recently reached a new 52-week low at $183.24. STZ had traded in the range $184.76-$236.62 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 STZ maintains its current direction and does not revert back to pricing on the bullish side of $184.52 on 4-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 CONSTELLATION BRANDS closes at or below $185.55 on 4-Jan-2019. Based on our risk-neutral analysis, there is a 52.89% 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 12/13/2018 10:49:47 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -8.0% move in APPIAN CORPORATION CLASS A COMMON STOCK $APPN

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Quantchabot has detected a promising Short Risk Reversal trade opportunity for APPIAN CORPORATION CLASS A COMMON STOCK (APPN) for the 15-Feb-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

APPN was recently trading at $26.88 and has an implied volatility of 59.51% for this period. Based on an analysis of the options available for APPN expiring on 15-Feb-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $20.99-$26.95 at expiration. In this scenario, the average linear return for the trade would be 53.50%.

Big -8.01% Change: After closing the last trading session at $29.22, APPIAN CORPORATION CLASS A COMMON STOCK opened today at $28.50 and has reached a low of $26.33.

Trade approach: A movement as big as -8.01% is a significantly bearish indicator, so this trade is designed to be profitable if APPN maintains its current direction and does not revert back to pricing on the bullish side of $26.88 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 APPIAN CORPORATION CLASS A COMMON STOCK closes at or below $27.30 on 15-Feb-2019. Based on our risk-neutral analysis, there is a 52.08% 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 12/13/2018 10:49:35 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in COSTCO WHOLESALE $COST

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

COST was recently trading at $228.99 and has an implied volatility of 34.26% for this period. Based on an analysis of the options available for COST expiring on 21-Dec-2018, there is a 33.70% likelihood that the underlying will close within the analyzed range of $217.55-$229.03 at expiration. In this scenario, the average linear return for the trade would be 83.98%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, COSTCO WHOLESALE 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 COST 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 COSTCO WHOLESALE closed at or below $229.85 on 21-Dec-2018. Based on our analysis, there is a 52.31% 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 12/13/2018 10:49:13 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: DELL TECHNOLOGIES INC $DVMT trading at a 19.13% discount for the 18-Jan-2019 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for DELL TECHNOLOGIES INC (DVMT) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

DVMT was recently trading at $104.95 and has an implied volatility of 6.70% for this period. Based on an analysis of the options available for DVMT expiring on 18-Jan-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $80.31-$137.91 at expiration. In this scenario, the average linear return for the trade would be 96.86%.

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 put position is opened at a strike of $105.00, which is already $0.05 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 $20.10 per share. The final position can be considered as having a discount of $20.05 per share over the underlying price of $104.95 for a 19.10% 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 12/13/2018 10:49:12 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 UNITED PARCEL SERVICE $UPS

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Quantchabot has detected a promising Bear Call Spread trade opportunity for UNITED PARCEL SERVICE (UPS) for the 25-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

UPS was recently trading at $101.14 and has an implied volatility of 27.04% for this period. Based on an analysis of the options available for UPS expiring on 25-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $92.41-$101.43 at expiration. In this scenario, the average linear return for the trade would be 69.75%.

52 week low: UNITED PARCEL SERVICE recently reached a new 52-week low at $100.77. UPS had traded in the range $100.89-$135.53 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 UPS maintains its current direction and does not revert back to pricing on the bullish side of $101.14 on 25-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 UNITED PARCEL SERVICE closes at or below $101.69 on 25-Jan-2019. 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 12/13/2018 10:49:02 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 7.8% move in NORDSON $NDSN

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Quantchabot has detected a promising Bull Put Spread trade opportunity for NORDSON (NDSN) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NDSN was recently trading at $120.79 and has an implied volatility of 27.59% for this period. Based on an analysis of the options available for NDSN expiring on 18-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $120.55-$134.01 at expiration. In this scenario, the average linear return for the trade would be 24.65%.

Big 7.78% Change: After closing the last trading session at $112.07, NORDSON opened today at $118.57 and has reached a high of $121.10.

Trade approach: A movement as big as 7.78% is a significantly bullish indicator, so this trade is designed to be profitable if NDSN maintains its current direction and does not revert back to pricing on the bearish side of $120.79 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 bullish strategy, the trade would be profitable if NORDSON closes at or above $120.00 on 18-Jan-2019. Based on our risk-neutral analysis, there is a 51.72% 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 12/13/2018 10:49:01 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 PROCTER & GAMBLE $PG

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for PROCTER & GAMBLE (PG) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PG was recently trading at $96.47 and has an implied volatility of 16.30% for this period. Based on an analysis of the options available for PG expiring on 18-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $96.70-$102.62 at expiration. In this scenario, the average linear return for the trade would be 72.52%.

52 week high: PROCTER & GAMBLE recently reached a new 52-week high at $96.49. PG had traded in the range $70.73-$94.86 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 PG maintains its current direction and does not revert back to pricing on the bearish side of $96.47 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 bullish strategy, the trade would be profitable if PROCTER & GAMBLE closes at or above $96.41 on 18-Jan-2019. Based on our risk-neutral analysis, there is a 52.03% 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 12/13/2018 10:48:14 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in PROCTER & GAMBLE $PG

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for PROCTER & GAMBLE (PG) for the 21-Dec-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PG was recently trading at $96.47 and has an implied volatility of 18.14% for this period. Based on an analysis of the options available for PG expiring on 21-Dec-2018, there is a 34.95% likelihood that the underlying will close within the analyzed range of $96.47-$99.23 at expiration. In this scenario, the average linear return for the trade would be 61.13%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, PROCTER & GAMBLE 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 PG 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 PROCTER & GAMBLE closed at or above $96.31 on 21-Dec-2018. Based on our analysis, there is a 53.12% 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 12/13/2018 10:48:15 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 10.7% move in GENERAL ELECTRIC $GE

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for GENERAL ELECTRIC (GE) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GE was recently trading at $7.43 and has an implied volatility of 64.79% for this period. Based on an analysis of the options available for GE expiring on 18-Jan-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $7.43-$9.04 at expiration. In this scenario, the average linear return for the trade would be 46.35%.

Big 10.71% Change: After closing the last trading session at $6.71, GENERAL ELECTRIC opened today at $7.49 and has reached a high of $7.50.

Trade approach: A movement as big as 10.71% is a significantly bullish indicator, so this trade is designed to be profitable if GE maintains its current direction and does not revert back to pricing on the bearish side of $7.43 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 bullish strategy, the trade would be profitable if GENERAL ELECTRIC closes at or above $7.28 on 18-Jan-2019. Based on our risk-neutral analysis, there is a 54.23% 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 12/13/2018 10:48:14 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: TILRAY INC. CLASS 2 COMMON STOCK $TLRY trading at a 22.89% discount for the 15-Jan-2021 expiration

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Synthetic Long Stock trade opportunity for TILRAY INC. CLASS 2 COMMON STOCK (TLRY) for the 15-Jan-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

TLRY was recently trading at $81.90 and has an implied volatility of 33.54% for this period. Based on an analysis of the options available for TLRY expiring on 15-Jan-2021, there is a 68.27% likelihood that the underlying will close within the analyzed range of $31.55-$241.28 at expiration. In this scenario, the average linear return for the trade would be 111.10%.

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 long call position is opened at a strike of $80.00, which is already $1.90 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 $17.00 per share. The final position can be considered as having a discount of $18.90 per share over the underlying price of $81.90 for a 23.08% 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 12/13/2018 10:48:14 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.