Quantchabot has detected a new Bull Call Spread trade opportunity for LIBERTY ENERGY INC (LBRT) for the 20-Jun-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
LBRT was recently trading at $11.97 and has an implied volatility of 55.64% for this period. Based on an analysis of the options available for LBRT expiring on 20-Jun-2025, there is a 34.18% likelihood that the underlying will close within the analyzed range of $11.95-$14.49 at expiration. In this scenario, the average linear return for the trade would be 14.92%.
Big 7.26% Change: After closing the last trading session at $11.16, LIBERTY ENERGY INC opened today at $11.49 and has reached a high of $11.99.
Trade approach: A movement as big as 7.26% is a significantly bullish indicator, so this trade is designed to be profitable if LBRT maintains its current direction and does not revert back to pricing on the bearish side of $11.97 on 20-Jun-2025. 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 LIBERTY ENERGY INC closes at or above $11.35 on 20-Jun-2025. Based on our risk-neutral analysis, there is a 60.64% 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.
Leave a Reply
You must be logged in to post a comment.