Quantchabot has detected a new Bear Put Spread trade opportunity for ASSURED GUARANTY (AGO) for the 16-Oct-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
AGO was recently trading at $70.94 and has an implied volatility of 22.54% for this period. Based on an analysis of the options available for AGO expiring on 16-Oct-2026, there is a 34.21% likelihood that the underlying will close within the analyzed range of $66.82-$71.17 at expiration. In this scenario, the average linear return for the trade would be 32.23%.
52 week low: ASSURED GUARANTY recently reached a new 52-week low at $69.96. AGO had traded in the range $70.59-$92.39 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 AGO maintains its current direction and does not revert back to pricing on the bullish side of $70.94 on 16-Oct-2026. 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 ASSURED GUARANTY closes at or below $71.35 on 16-Oct-2026. Based on our risk-neutral analysis, there is a 51.66% 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.