Quantchabot has detected a new Bear Call Spread trade opportunity for FACTSET RESEARCH SYSTEMS (FDS) for the 15-Aug-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
FDS was recently trading at $379.20 and has an implied volatility of 23.03% for this period. Based on an analysis of the options available for FDS expiring on 15-Aug-2025, there is a 34.60% likelihood that the underlying will close within the analyzed range of $369.71-$379.42 at expiration. In this scenario, the average linear return for the trade would be 15.70%.
52 week low: FACTSET RESEARCH SYSTEMS recently reached a new 52-week low at $378.65. FDS had traded in the range $381.30-$499.87 over the past year.
Trade approach: Reaching a new 52-week low is a bearish indicator, so this trade is designed to be profitable if FDS maintains its current direction and does not revert back to pricing on the bullish side of $379.20 on 15-Aug-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 FACTSET RESEARCH SYSTEMS closes at or below $380.90 on 15-Aug-2025. Based on our risk-neutral analysis, there is a 56.11% 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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