Category Archives: Trade Ideas

Synthetic Long Discount Alert: FORESIGHT ENERGY PARTNERS LP $FELP trading at a 10.16% discount for the 15-Dec-2017 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for FORESIGHT ENERGY PARTNERS LP (FELP) for the 15-Dec-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

FELP was recently trading at $5.14 and has an implied volatility of 40.87% for this period. Based on an analysis of the options available for FELP expiring on 15-Dec-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $2.69-$9.99 at expiration. In this scenario, the average linear return for the trade would be 48.88%.

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 $0.14 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 $0.40 per share. The final position can be considered as having a discount of $0.54 per share over the underlying price of $5.14 for a 10.51% 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 4/28/2017 2:38:57 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: SEARS HOLDINGS $SHLD trading at a 25.30% discount for the 18-Jan-2019 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for SEARS HOLDINGS (SHLD) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SHLD was recently trading at $10.38 and has an implied volatility of 31.90% for this period. Based on an analysis of the options available for SHLD expiring on 18-Jan-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $3.60-$31.34 at expiration. In this scenario, the average linear return for the trade would be 111.31%.

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 $10.00, 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 $2.25 per share. The final position can be considered as having a discount of $2.63 per share over the underlying price of $10.38 for a 25.33% 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 4/28/2017 10:23:59 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: FIRST MAJESTIC SILVER $AG returning up to 27.12% through 20-Oct-2017

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for FIRST MAJESTIC SILVER (AG) for the 20-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

AG was recently trading at $8.03 and has an implied volatility of 58.39% for this period. Based on an analysis of the options available for AG expiring on 20-Oct-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $5.46-$11.99 at expiration. In this scenario, the average linear return for the trade would be 10.55%.

Moneyness: These options are currently 12.15% out of the money and there is a 40.21% likelihood that these options will be exercised before or at expiration.

Most upside: If FIRST MAJESTIC SILVER closes at or above $9.00, this trade could return up to 27.12%. Based on our analysis, there is a 39.34% 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 36.74% chance the underlying will close at or below its breakeven price of $7.08, 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 4/27/2017 12:24:26 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: COHERUS BIOSCIENCES INC. COMM $CHRS returning up to 32.74% through 18-Aug-2017

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for COHERUS BIOSCIENCES INC. COMM (CHRS) for the 18-Aug-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CHRS was recently trading at $20.20 and has an implied volatility of 126.97% for this period. Based on an analysis of the options available for CHRS expiring on 18-Aug-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $10.33-$39.72 at expiration. In this scenario, the average linear return for the trade would be 10.26%.

Moneyness: These options are currently 11.80% out of the money and there is a 43.49% likelihood that these options will be exercised before or at expiration.

Most upside: If COHERUS BIOSCIENCES INC. COMM closes at or above $22.50, this trade could return up to 32.74%. Based on our analysis, there is a 43.80% 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 39.56% chance the underlying will close at or below its breakeven price of $16.95, 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 4/27/2017 10:30:36 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: SAGE THERAPEUTICS INC. COMMON $SAGE returning up to 14.61% through 21-Jul-2017

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for SAGE THERAPEUTICS INC. COMMON (SAGE) for the 21-Jul-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SAGE was recently trading at $71.94 and has an implied volatility of 114.19% for this period. Based on an analysis of the options available for SAGE expiring on 21-Jul-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $42.23-$124.36 at expiration. In this scenario, the average linear return for the trade would be 11.66%.

Moneyness: These options are currently 23.74% in the money and there is a 66.87% likelihood that these options will be exercised before or at expiration.

Most upside: If SAGE THERAPEUTICS INC. COMMON closes at or above $124.36, this trade could return up to 14.61%. 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 22.26% chance the underlying will close at or below its breakeven price of $47.99, 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 4/27/2017 10:30:18 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: SEARS HOLDINGS $SHLD trading at a 25.77% discount for the 18-Jan-2019 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for SEARS HOLDINGS (SHLD) for the 18-Jan-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SHLD was recently trading at $10.72 and has an implied volatility of 35.36% for this period. Based on an analysis of the options available for SHLD expiring on 18-Jan-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $3.49-$34.47 at expiration. In this scenario, the average linear return for the trade would be 125.45%.

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 $10.00, which is already $0.72 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 $2.05 per share. The final position can be considered as having a discount of $2.77 per share over the underlying price of $10.72 for a 25.87% 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 4/27/2017 10:29:40 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: NYMOX PHARMACEUTICAL $NYMX trading at a 12.06% discount for the 17-Nov-2017 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for NYMOX PHARMACEUTICAL (NYMX) for the 17-Nov-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NYMX was recently trading at $5.05 and has an implied volatility of 60.81% for this period. Based on an analysis of the options available for NYMX expiring on 17-Nov-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $2.40-$10.92 at expiration. In this scenario, the average linear return for the trade would be 52.22%.

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 $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 $0.55 per share. The final position can be considered as having a discount of $0.60 per share over the underlying price of $5.05 for a 11.88% 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 4/26/2017 1:35:09 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: VALEANT PHARMACEUTICALS $VRX returning up to 30.04% through 20-Oct-2017

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for VALEANT PHARMACEUTICALS (VRX) for the 20-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

VRX was recently trading at $9.12 and has an implied volatility of 77.07% for this period. Based on an analysis of the options available for VRX expiring on 20-Oct-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $5.47-$15.51 at expiration. In this scenario, the average linear return for the trade would be 12.00%.

Moneyness: These options are currently 9.47% out of the money and there is a 43.85% likelihood that these options will be exercised before or at expiration.

Most upside: If VALEANT PHARMACEUTICALS closes at or above $15.51, this trade could return up to 30.04%. 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 36.47% chance the underlying will close at or below its breakeven price of $7.69, 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 4/26/2017 10:26:56 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: SEARS HOLDINGS $SHLD trading at a 21.75% discount for the 15-Jun-2018 expiration

The automated Quantcha Trade Ideas Service has detected a promising Synthetic Long Stock trade opportunity for SEARS HOLDINGS (SHLD) for the 15-Jun-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SHLD was recently trading at $11.30 and has an implied volatility of 37.22% for this period. Based on an analysis of the options available for SHLD expiring on 15-Jun-2018, there is a 68.27% likelihood that the underlying will close within the analyzed range of $4.61-$28.82 at expiration. In this scenario, the average linear return for the trade would be 99.93%.

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 $10.00, which is already $1.30 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 $1.15 per share. The final position can be considered as having a discount of $2.45 per share over the underlying price of $11.30 for a 21.68% 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 4/26/2017 10:26:26 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: PROSHARES ULTRASHORT BLOOMBERG $SCO returning up to 31.04% through 20-Oct-2017

The automated Quantcha Trade Ideas Service has detected a promising Covered Call trade opportunity for PROSHARES ULTRASHORT BLOOMBERG (SCO) for the 20-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SCO was recently trading at $38.31 and has an implied volatility of 60.01% for this period. Based on an analysis of the options available for SCO expiring on 20-Oct-2017, there is a 68.27% likelihood that the underlying will close within the analyzed range of $25.38-$58.81 at expiration. In this scenario, the average linear return for the trade would be 10.16%.

Moneyness: These options are currently 17.42% out of the money and there is a 36.58% likelihood that these options will be exercised before or at expiration.

Most upside: If PROSHARES ULTRASHORT BLOOMBERG closes at or above $45.00, this trade could return up to 31.04%. Based on our analysis, there is a 35.83% 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 38.95% chance the underlying will close at or below its breakeven price of $34.34, 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 4/25/2017 3:33:41 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.