Quantchabot has detected a new Bear Put Spread trade opportunity for AGILON HEALTH INC (AGL) for the 17-Apr-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
AGL was recently trading at $3.62 and has an implied volatility of 163.80% for this period. Based on an analysis of the options available for AGL expiring on 17-Apr-2025, there is a 37.48% likelihood that the underlying will close within the analyzed range of $3.37-$3.62 at expiration. In this scenario, the average linear return for the trade would be 32.61%.
Big -33.75% Change: After closing the last trading session at $5.47, AGILON HEALTH INC opened today at $4.66 and has reached a low of $3.56.
Trade approach: A movement as big as -33.75% is a significantly bearish indicator, so this trade is designed to be profitable if AGL maintains its current direction and does not revert back to pricing on the bullish side of $3.62 on 17-Apr-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 AGILON HEALTH INC closes at or below $3.65 on 17-Apr-2025. Based on our risk-neutral analysis, there is a 54.58% 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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