Category Archives: Trade Ideas

Big Loser Alert: Trading today’s -8.2% move in DYNAVAX TECHNOLOGIES CORPORATI $DVAX

The automated Quantcha Trade Ideas Service has detected a promising Bear Call Spread trade opportunity for DYNAVAX TECHNOLOGIES CORPORATI (DVAX) for the 20-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

DVAX was recently trading at $20.10 and has an implied volatility of 90.56% for this period. Based on an analysis of the options available for DVAX expiring on 20-Oct-2017, there is a 34.14% likelihood that the underlying will close within the analyzed range of $18.49-$20.15 at expiration. In this scenario, the average linear return for the trade would be 15.98%.

Big -8.22% Change: After closing the last trading session at $21.90, DYNAVAX TECHNOLOGIES CORPORATI opened today at $21.20 and has reached a low of $20.10.

Trade approach: A movement as big as -8.22% is a significantly bearish indicator, so this trade is designed to be profitable if DVAX maintains its current direction and does not revert back to pricing on the bullish side of $20.10 on 20-Oct-2017. 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 DYNAVAX TECHNOLOGIES CORPORATI closes at or below $20.20 on 20-Oct-2017. Based on our risk-neutral analysis, there is a 51.10% 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 10/16/2017 12:24:24 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in MACY'S $M

The automated Quantcha Trade Ideas Service has detected a promising Bear Call Spread trade opportunity for MACY'S (M) for the 27-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

M was recently trading at $19.62 and has an implied volatility of 32.24% for this period. Based on an analysis of the options available for M expiring on 27-Oct-2017, there is a 32.58% likelihood that the underlying will close within the analyzed range of $18.59-$19.62 at expiration. In this scenario, the average linear return for the trade would be 47.21%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, MACY'S 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 M on StockTwits appears to be moderately 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 MACY'S closed at or below $19.62 on 27-Oct-2017. Based on our analysis, there is a 48.63% 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 10/16/2017 12:24:51 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in SPDR S&P BIOTECH $XBI

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for SPDR S&P BIOTECH (XBI) for the 27-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

XBI was recently trading at $87.31 and has an implied volatility of 20.25% for this period. Based on an analysis of the options available for XBI expiring on 27-Oct-2017, there is a 36.60% likelihood that the underlying will close within the analyzed range of $87.32-$90.65 at expiration. In this scenario, the average linear return for the trade would be 61.07%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, SPDR S&P BIOTECH 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 XBI on StockTwits appears to be moderately 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 SPDR S&P BIOTECH closed at or above $87.19 on 27-Oct-2017. Based on our analysis, there is a 54.15% 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 10/16/2017 12:24:24 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in SEARS HOLDINGS $SHLD

The automated Quantcha Trade Ideas Service has detected a promising Covered Put trade opportunity for SEARS HOLDINGS (SHLD) for the 27-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SHLD was recently trading at $5.83 and has an implied volatility of 125.25% for this period. Based on an analysis of the options available for SHLD expiring on 27-Oct-2017, there is a 33.71% likelihood that the underlying will close within the analyzed range of $4.77-$5.84 at expiration. In this scenario, the average linear return for the trade would be 14.55%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, SEARS HOLDINGS 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 SHLD on StockTwits appears to be moderately 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 SEARS HOLDINGS closed at or below $5.96 on 27-Oct-2017. Based on our analysis, there is a 53.70% 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 10/16/2017 12:16:41 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in GOLDMAN SACHS GROUP $GS

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for GOLDMAN SACHS GROUP (GS) for the 27-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GS was recently trading at $241.60 and has an implied volatility of 23.07% for this period. Based on an analysis of the options available for GS expiring on 27-Oct-2017, there is a 36.22% likelihood that the underlying will close within the analyzed range of $241.59-$252.45 at expiration. In this scenario, the average linear return for the trade would be 58.13%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, GOLDMAN SACHS GROUP 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 GS on StockTwits appears to be moderately 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 GOLDMAN SACHS GROUP closed at or above $241.55 on 27-Oct-2017. Based on our analysis, there is a 52.24% 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 10/16/2017 12:14:40 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Price Target Alert: Trading the Zacks price target change for ABBVIE INC $ABBV

The automated Quantcha Trade Ideas Service has detected a promising Long Iron Condor trade opportunity for ABBVIE INC (ABBV) for the 18-May-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ABBV was recently trading at $91.99 and has an implied volatility of 19.83% for this period. Based on an analysis of the options available for ABBV expiring on 18-May-2018, there is a 43.91% likelihood that the underlying will close within the analyzed range of $84.84-$103.70 at expiration. In this scenario, the average linear return for the trade would be 61.01%.

Price target: Zacks Research has updated their six-month price target for ABBV to $94.27. This price target is a consensus price created from the price targets published by 11 participating analysts whose targets ranged from $66.00 to $107.00.

Mean recommendation: Zacks normalizes analyst recommendations to a 1-5 scale where 1 indicates a strong buy. Their mean recommendation for ABBV has been updated to 1.77, which indicates a buy consensus from analysts. Sentiment has moved from 2.08 to 2.08 to 2.00 over the past three months.

Trade approach: The difference between the current price for ABBV and the mean price target is $3.01, which represents a 2.48% move (5.09% annualized). Since the 180-day implied volatility for ABBV is 21.92%, a neutral range-bound strategy could prove effective if the price target ultimately turns out to be accurate.

Upside potential: Using this neutral range-bound strategy, the trade would be profitable if ABBVIE INC closed in the range $83.39-$104.11 on 18-May-2018. Based on our analysis, there is a 48.16% likelihood of this return. The maximum return for this trade would be 69.78% if ABBVIE INC closed in the range $87.50-$100.00.

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 10/16/2017 12:08:44 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Price Target Alert: Trading the Zacks price target change for MASTERCARD $MA

The automated Quantcha Trade Ideas Service has detected a promising Long Iron Condor trade opportunity for MASTERCARD (MA) for the 20-Apr-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MA was recently trading at $145.83 and has an implied volatility of 18.61% for this period. Based on an analysis of the options available for MA expiring on 20-Apr-2018, there is a 54.18% likelihood that the underlying will close within the analyzed range of $135.20-$165.25 at expiration. In this scenario, the average linear return for the trade would be 43.27%.

Price target: Zacks Research has updated their six-month price target for MA to $150.23. This price target is a consensus price created from the price targets published by 22 participating analysts whose targets ranged from $119.00 to $166.00.

Mean recommendation: Zacks normalizes analyst recommendations to a 1-5 scale where 1 indicates a strong buy. Their mean recommendation for MA has been updated to 1.26, which indicates a strong buy consensus from analysts. Sentiment has moved from 1.63 to 1.57 to 1.39 over the past three months.

Trade approach: The difference between the current price for MA and the mean price target is $5.17, which represents a 3.02% move (6.21% annualized). Since the 180-day implied volatility for MA is 18.69%, a neutral range-bound strategy could prove effective if the price target ultimately turns out to be accurate.

Upside potential: Using this neutral range-bound strategy, the trade would be profitable if MASTERCARD closed in the range $133.49-$166.51 on 20-Apr-2018. Based on our analysis, there is a 58.71% likelihood of this return. The maximum return for this trade would be 43.27% if MASTERCARD closed in the range $135.00-$165.00.

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 10/16/2017 12:08:26 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 CUMMINS $CMI

The automated Quantcha Trade Ideas Service has detected a promising Bull Put Spread trade opportunity for CUMMINS (CMI) for the 27-Oct-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CMI was recently trading at $173.30 and has an implied volatility of 14.04% for this period. Based on an analysis of the options available for CMI expiring on 27-Oct-2017, there is a 34.14% likelihood that the underlying will close within the analyzed range of $173.68-$177.95 at expiration. In this scenario, the average linear return for the trade would be 51.19%.

52 week high: CUMMINS recently reached a new 52-week high at $173.67. CMI had traded in the range $121.22-$173.15 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 CMI maintains its current direction and does not revert back to pricing on the bearish side of $173.30 on 27-Oct-2017. 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 CUMMINS closes at or above $173.15 on 27-Oct-2017. Based on our risk-neutral analysis, there is a 55.05% 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 10/16/2017 12:08:10 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Price Target Alert: Trading the Zacks price target change for PEPSICO $PEP

The automated Quantcha Trade Ideas Service has detected a promising Long Iron Condor trade opportunity for PEPSICO (PEP) for the 20-Apr-2018 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PEP was recently trading at $113.01 and has an implied volatility of 12.32% for this period. Based on an analysis of the options available for PEP expiring on 20-Apr-2018, there is a 62.86% likelihood that the underlying will close within the analyzed range of $106.44-$130.10 at expiration. In this scenario, the average linear return for the trade would be 23.14%.

Price target: Zacks Research has updated their six-month price target for PEP to $118.27. This price target is a consensus price created from the price targets published by 11 participating analysts whose targets ranged from $102.00 to $129.00.

Mean recommendation: Zacks normalizes analyst recommendations to a 1-5 scale where 1 indicates a strong buy. Their mean recommendation for PEP has been updated to 1.83, which indicates a buy consensus from analysts. Sentiment has moved from 1.65 to 1.65 to 1.65 over the past three months.

Trade approach: The difference between the current price for PEP and the mean price target is $6.99, which represents a 4.66% move (9.67% annualized). Since the 180-day implied volatility for PEP is 13.91%, a neutral range-bound strategy could prove effective if the price target ultimately turns out to be accurate.

Upside potential: Using this neutral range-bound strategy, the trade would be profitable if PEPSICO closed in the range $104.06-$130.94 on 20-Apr-2018. Based on our analysis, there is a 70.82% likelihood of this return. The maximum return for this trade would be 23.15% if PEPSICO closed in the range $105.00-$130.00.

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 10/16/2017 12:08:10 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 HEWLETT-PACKARD $HPQ

The automated Quantcha Trade Ideas Service has detected a promising Bull Call Spread trade opportunity for HEWLETT-PACKARD (HPQ) for the 24-Nov-2017 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

HPQ was recently trading at $21.80 and has an implied volatility of 20.71% for this period. Based on an analysis of the options available for HPQ expiring on 24-Nov-2017, there is a 34.14% likelihood that the underlying will close within the analyzed range of $21.88-$23.41 at expiration. In this scenario, the average linear return for the trade would be 32.55%.

52 week high: HEWLETT-PACKARD recently reached a new 52-week high at $21.85. HPQ had traded in the range $13.77-$20.73 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 HPQ maintains its current direction and does not revert back to pricing on the bearish side of $21.80 on 24-Nov-2017. 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 HEWLETT-PACKARD closes at or above $21.75 on 24-Nov-2017. Based on our risk-neutral analysis, there is a 53.63% 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 10/16/2017 12:07:58 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.