Synthetic Long Discount Alert: ARQIT QUANTUM INC. ORDINARY SHARES $ARQQ trading at a 21.21% discount for the 19-Sep-2025 expiration

Quantchabot has detected a new Synthetic Long Stock trade opportunity for ARQIT QUANTUM INC. ORDINARY SHARES (ARQQ) for the 19-Sep-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ARQQ was recently trading at $11.36 and has an implied volatility of 130.93% for this period. Based on an analysis of the options available for ARQQ expiring on 19-Sep-2025, there is a 68.29% likelihood that the underlying will close within the analyzed range of $4.49-$30.10 at expiration. In this scenario, the average linear return for the trade would be 89.02%.

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 $12.50, which is already $1.14 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 $3.55 per share. The final position can be considered as having a discount of $2.41 per share over the underlying price of $11.36 for a 21.21% 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.