Quantchabot has detected a new Bear Call Spread trade opportunity for SURROZEN INC. COMMON STOCK (SRZN) for the 16-Oct-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
SRZN was recently trading at $29.54 and has an implied volatility of 139.73% for this period. Based on an analysis of the options available for SRZN expiring on 16-Oct-2026, there is a 34.25% likelihood that the underlying will close within the analyzed range of $21.59-$29.60 at expiration. In this scenario, the average linear return for the trade would be 23.43%.
Big -12.29% Change: After closing the last trading session at $33.68, SURROZEN INC. COMMON STOCK opened today at $34.72 and has reached a low of $28.55.
Trade approach: A movement as big as -12.29% is a significantly bearish indicator, so this trade is designed to be profitable if SRZN maintains its current direction and does not revert back to pricing on the bullish side of $29.54 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 SURROZEN INC. COMMON STOCK closes at or below $29.65 on 16-Oct-2026. Based on our risk-neutral analysis, there is a 50.21% 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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