Synthetic Long Discount Alert: YIELDMAX MSTR OPTION INCOME STRATEGY ETF $MSTY trading at a 16.83% discount for the 17-Oct-2025 expiration

Quantchabot has detected a new Synthetic Long Stock trade opportunity for YIELDMAX MSTR OPTION INCOME STRATEGY ETF (MSTY) for the 17-Oct-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

MSTY was recently trading at $23.57 and has an implied volatility of 75.71% for this period. Based on an analysis of the options available for MSTY expiring on 17-Oct-2025, there is a 68.29% likelihood that the underlying will close within the analyzed range of $14.58-$39.58 at expiration. In this scenario, the average linear return for the trade would be 79.51%.

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 $24.00, which is already $0.43 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 $4.40 per share. The final position can be considered as having a discount of $3.97 per share over the underlying price of $23.57 for a 16.83% 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.