Synthetic Long Discount Alert: ARQIT QUANTUM INC. ORDINARY SHARES $ARQQ trading at a 10.13% discount for the 20-Mar-2026 expiration

Quantchabot has detected a new Synthetic Long Stock trade opportunity for ARQIT QUANTUM INC. ORDINARY SHARES (ARQQ) for the 20-Mar-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ARQQ was recently trading at $37.61 and has an implied volatility of 105.77% for this period. Based on an analysis of the options available for ARQQ expiring on 20-Mar-2026, there is a 68.29% likelihood that the underlying will close within the analyzed range of $16.75-$89.02 at expiration. In this scenario, the average linear return for the trade would be 54.36%.

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 $40.00, which is already $2.39 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 $6.20 per share. The final position can be considered as having a discount of $3.81 per share over the underlying price of $37.61 for a 10.13% 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.


Posted

in

by

Tags:

Comments

Leave a Reply