Quantchabot has detected a new Bull Call Spread trade opportunity for TRAVELERS COMPANIES (TRV) for the 20-Jun-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
TRV was recently trading at $273.20 and has an implied volatility of 19.65% for this period. Based on an analysis of the options available for TRV expiring on 20-Jun-2025, there is a 34.19% likelihood that the underlying will close within the analyzed range of $273.29-$290.60 at expiration. In this scenario, the average linear return for the trade would be 12.05%.
52 week high: TRAVELERS COMPANIES recently reached a new 52-week high at $273.20. TRV had traded in the range $200.21-$273.08 over the past year.
Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if TRV maintains its current direction and does not revert back to pricing on the bearish side of $273.20 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 TRAVELERS COMPANIES closes at or above $271.10 on 20-Jun-2025. Based on our risk-neutral analysis, there is a 55.21% 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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