Synthetic Long Discount Alert: COREWEAVE INC. CLASS A $CRWV trading at a 24.41% discount for the 17-Dec-2027 expiration

Quantchabot has detected a new Synthetic Long Stock trade opportunity for COREWEAVE INC. CLASS A (CRWV) for the 17-Dec-2027 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

CRWV was recently trading at $160.72 and has an implied volatility of 71.95% for this period. Based on an analysis of the options available for CRWV expiring on 17-Dec-2027, there is a 68.27% likelihood that the underlying will close within the analyzed range of $57.26-$551.07 at expiration. In this scenario, the average linear return for the trade would be 125.57%.

Upside potential: This synthetic long position offers the same potential benefits and liabilities as a long stock position, but at a discount due to the significant premium at-the-money puts are trading at over calls. In this case, the long call position is opened at a strike of $160.00, which is already $0.72 in the money. An out-of-the-money put at the same strike is sold to finance the call, resulting in a net credit of $38.50 per share. The final position can be considered as having a discount of $39.22 per share over the underlying price of $160.72 for a 24.41% total.

Downside risk: This discount is generally a sign of the stock facing considerable short pressure, and may indicate that the stock has become hard to borrow. However, if you have a long view of the underlying over this period, it could be a good opportunity to benefit from the upside at a major discount.

To analyze this trade in depth, please visit the Quantcha Options Search Engine.