Quantchabot has detected a new Bear Call Spread trade opportunity for RAMBUS (RMBS) for the 17-Oct-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
RMBS was recently trading at $74.53 and has an implied volatility of 43.71% for this period. Based on an analysis of the options available for RMBS expiring on 17-Oct-2025, there is a 34.18% likelihood that the underlying will close within the analyzed range of $63.83-$74.99 at expiration. In this scenario, the average linear return for the trade would be 58.55%.
Big -8.09% Change: After closing the last trading session at $81.09, RAMBUS opened today at $80.21 and has reached a low of $74.51.
Trade approach: A movement as big as -8.09% is a significantly bearish indicator, so this trade is designed to be profitable if RMBS maintains its current direction and does not revert back to pricing on the bullish side of $74.53 on 17-Oct-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 RAMBUS closes at or below $75.20 on 17-Oct-2025. Based on our risk-neutral analysis, there is a 50.70% 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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