Big Loser Alert: Trading today’s -8.6% move in AMERESCO $AMRC

Quantchabot has detected a new Bear Put Spread trade opportunity for AMERESCO (AMRC) for the 21-Feb-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

AMRC was recently trading at $20.69 and has an implied volatility of 78.99% for this period. Based on an analysis of the options available for AMRC expiring on 21-Feb-2025, there is a 34.27% likelihood that the underlying will close within the analyzed range of $17.35-$20.74 at expiration. In this scenario, the average linear return for the trade would be 15.53%.

Big -8.57% Change: After closing the last trading session at $22.63, AMERESCO opened today at $21.28 and has reached a low of $20.64.

Trade approach: A movement as big as -8.57% is a significantly bearish indicator, so this trade is designed to be profitable if AMRC maintains its current direction and does not revert back to pricing on the bullish side of $20.69 on 21-Feb-2025. 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 AMERESCO closes at or below $20.75 on 21-Feb-2025. Based on our risk-neutral analysis, there is a 50.14% 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.


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