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: MEDICINES $MDCO returning up to 22.28% through 18-Oct-2019

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Covered Call trade opportunity for MEDICINES (MDCO) for the 18-Oct-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MDCO was recently trading at $36.41 and has an implied volatility of 104.69% for this period. Based on an analysis of the options available for MDCO expiring on 18-Oct-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $20.34-$66.18 at expiration. In this scenario, the average linear return for the trade would be 13.95%.

Moneyness: These options are currently 12.21% in the money and there is a 58.88% likelihood that these options will be exercised before or at expiration.

Most upside: If MEDICINES closes at or above $66.18, this trade could return up to 22.28%. 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 28.35% chance the underlying will close at or below its breakeven price of $26.17, 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 6/24/2019 10:51:34 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Loser Alert: Trading today’s -8.1% move in NIO INC $NIO

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bear Put Spread trade opportunity for NIO INC (NIO) for the 2-Aug-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NIO was recently trading at $2.60 and has an implied volatility of 91.77% for this period. Based on an analysis of the options available for NIO expiring on 2-Aug-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $1.89-$2.61 at expiration. In this scenario, the average linear return for the trade would be 44.73%.

Big -8.13% Change: After closing the last trading session at $2.83, NIO INC opened today at $2.88 and has reached a low of $2.60.

Trade approach: A movement as big as -8.13% is a significantly bearish indicator, so this trade is designed to be profitable if NIO maintains its current direction and does not revert back to pricing on the bullish side of $2.60 on 2-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 bearish strategy, the trade would be profitable if NIO INC closes at or below $2.66 on 2-Aug-2019. Based on our risk-neutral analysis, there is a 52.49% 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 6/21/2019 1:42:28 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in SOUTHERN $SO

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for SOUTHERN (SO) for the 2-Aug-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SO was recently trading at $56.02 and has an implied volatility of 14.56% for this period. Based on an analysis of the options available for SO expiring on 2-Aug-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $56.18-$59.16 at expiration. In this scenario, the average linear return for the trade would be 61.98%.

52 week high: SOUTHERN recently reached a new 52-week high at $56.03. SO had traded in the range $42.50-$56.01 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 SO maintains its current direction and does not revert back to pricing on the bearish side of $56.02 on 2-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 SOUTHERN closes at or above $56.15 on 2-Aug-2019. Based on our risk-neutral analysis, there is a 50.34% 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 6/21/2019 1:42:14 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: BP PRUDHOE BAY $BPT trading at a 10.44% discount for the 20-Dec-2019 expiration

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Synthetic Long Stock trade opportunity for BP PRUDHOE BAY (BPT) for the 20-Dec-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BPT was recently trading at $14.79 and has an implied volatility of 28.59% for this period. Based on an analysis of the options available for BPT expiring on 20-Dec-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $10.07-$22.22 at expiration. In this scenario, the average linear return for the trade would be 47.58%.

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 $0.21 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 $1.75 per share. The final position can be considered as having a discount of $1.54 per share over the underlying price of $14.79 for a 10.41% 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 6/21/2019 1:41:37 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in ESTEE LAUDER COS $EL

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for ESTEE LAUDER COS (EL) for the 19-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

EL was recently trading at $182.52 and has an implied volatility of 18.63% for this period. Based on an analysis of the options available for EL expiring on 19-Jul-2019, there is a 34.15% likelihood that the underlying will close within the analyzed range of $182.86-$192.79 at expiration. In this scenario, the average linear return for the trade would be 46.13%.

52 week high: ESTEE LAUDER COS recently reached a new 52-week high at $182.95. EL had traded in the range $121.47-$180.42 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 EL maintains its current direction and does not revert back to pricing on the bearish side of $182.52 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 ESTEE LAUDER COS closes at or above $181.65 on 19-Jul-2019. Based on our risk-neutral analysis, there is a 55.00% 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 6/21/2019 1:41:31 PM 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 PBF ENERGY $PBF

Quantcha now offering unlimited commission-free options trading.

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

PBF was recently trading at $27.61 and has an implied volatility of 41.21% for this period. Based on an analysis of the options available for PBF expiring on 19-Jul-2019, there is a 34.15% likelihood that the underlying will close within the analyzed range of $27.66-$31.08 at expiration. In this scenario, the average linear return for the trade would be 58.21%.

Big 7.81% Change: After closing the last trading session at $25.61, PBF ENERGY opened today at $27.87 and has reached a high of $28.40.

Trade approach: A movement as big as 7.81% is a significantly bullish indicator, so this trade is designed to be profitable if PBF maintains its current direction and does not revert back to pricing on the bearish side of $27.61 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 PBF ENERGY closes at or above $27.25 on 19-Jul-2019. Based on our risk-neutral analysis, there is a 55.12% 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 6/21/2019 1:41:33 PM 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 10.53% discount for the 17-Jan-2020 expiration

Quantcha now offering unlimited commission-free options trading.

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 $7.88 and has an implied volatility of 105.39% 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 $2.71-$23.56 at expiration. In this scenario, the average linear return for the trade would be 58.39%.

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 $7.50, which is already $0.38 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 $0.45 per share. The final position can be considered as having a discount of $0.83 per share over the underlying price of $7.88 for a 10.53% 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 6/21/2019 1:40:41 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in PG&E $PCG

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Call Spread trade opportunity for PG&E (PCG) for the 5-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PCG was recently trading at $23.05 and has an implied volatility of 93.28% for this period. Based on an analysis of the options available for PCG expiring on 5-Jul-2019, there is a 34.38% likelihood that the underlying will close within the analyzed range of $23.05-$27.79 at expiration. In this scenario, the average linear return for the trade would be 71.27%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, PG&E 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 PCG 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 PG&E closed at or above $23.04 on 5-Jul-2019. Based on our analysis, there is a 50.30% 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 6/21/2019 1:40:42 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in CELGENE $CELG

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for CELGENE (CELG) for the 19-Jul-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CELG was recently trading at $97.95 and has an implied volatility of 13.29% for this period. Based on an analysis of the options available for CELG expiring on 19-Jul-2019, there is a 34.15% likelihood that the underlying will close within the analyzed range of $98.13-$102.02 at expiration. In this scenario, the average linear return for the trade would be 27.81%.

52 week high: CELGENE recently reached a new 52-week high at $98.18. CELG had traded in the range $58.59-$97.91 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 CELG maintains its current direction and does not revert back to pricing on the bearish side of $97.95 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 CELGENE closes at or above $97.96 on 19-Jul-2019. Based on our risk-neutral analysis, there is a 51.76% 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 6/21/2019 1:40:40 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 7.5% move in CATALENT INC $CTLT

Quantcha now offering unlimited commission-free options trading.

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

CTLT was recently trading at $54.03 and has an implied volatility of 27.28% for this period. Based on an analysis of the options available for CTLT expiring on 16-Aug-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $54.23-$60.90 at expiration. In this scenario, the average linear return for the trade would be 52.05%.

Big 7.45% Change: After closing the last trading session at $50.28, CATALENT INC opened today at $50.70 and has reached a high of $54.07.

Trade approach: A movement as big as 7.45% is a significantly bullish indicator, so this trade is designed to be profitable if CTLT maintains its current direction and does not revert back to pricing on the bearish side of $54.03 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 CATALENT INC closes at or above $53.25 on 16-Aug-2019. Based on our risk-neutral analysis, there is a 56.24% 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 6/21/2019 1:40:38 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.