Quantchabot has detected a new Bear Call Spread trade opportunity for MARSH & MCLENNAN (MMC) for the 19-Sep-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
MMC was recently trading at $196.95 and has an implied volatility of 23.51% for this period. Based on an analysis of the options available for MMC expiring on 19-Sep-2025, there is a 34.72% likelihood that the underlying will close within the analyzed range of $192.47-$197.03 at expiration. In this scenario, the average linear return for the trade would be 119.37%.
52 week low: MARSH & MCLENNAN recently reached a new 52-week low at $196.17. MMC had traded in the range $196.27-$248.00 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 MMC maintains its current direction and does not revert back to pricing on the bullish side of $196.95 on 19-Sep-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 MARSH & MCLENNAN closes at or below $197.15 on 19-Sep-2025. Based on our risk-neutral analysis, there is a 51.06% 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.
Leave a Reply
You must be logged in to post a comment.