Quantchabot has detected a new Bear Call Spread trade opportunity for YPF SOCIEDAD ANONIMA (YPF) for the 18-Jul-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
YPF was recently trading at $30.73 and has an implied volatility of 52.89% for this period. Based on an analysis of the options available for YPF expiring on 18-Jul-2025, there is a 34.25% likelihood that the underlying will close within the analyzed range of $27.33-$30.80 at expiration. In this scenario, the average linear return for the trade would be 58.86%.
Big -7.80% Change: After closing the last trading session at $33.33, YPF SOCIEDAD ANONIMA opened today at $33.03 and has reached a low of $30.48.
Trade approach: A movement as big as -7.80% is a significantly bearish indicator, so this trade is designed to be profitable if YPF maintains its current direction and does not revert back to pricing on the bullish side of $30.73 on 18-Jul-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 YPF SOCIEDAD ANONIMA closes at or below $30.80 on 18-Jul-2025. Based on our risk-neutral analysis, there is a 50.04% 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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