Synthetic Long Discount Alert: ONEMAIN HOLDINGS INC $OMF trading at a 10.32% discount for the 19-Dec-2025 expiration

Quantchabot has detected a promising Synthetic Long Stock trade opportunity for ONEMAIN HOLDINGS INC (OMF) for the 19-Dec-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

OMF was recently trading at $38.58 and has an implied volatility of 33.96% for this period. Based on an analysis of the options available for OMF expiring on 19-Dec-2025, there is a 68.27% likelihood that the underlying will close within the analyzed range of $26.43-$71.96 at expiration. In this scenario, the average linear return for the trade would be 96.18%.

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 $37.50, which is already $1.08 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 $2.90 per share. The final position can be considered as having a discount of $3.98 per share over the underlying price of $38.58 for a 10.32% 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.






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