Quantchabot has detected a new Bear Call Spread trade opportunity for YPF SOCIEDAD ANONIMA (YPF) for the 17-Oct-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
YPF was recently trading at $26.72 and has an implied volatility of 52.14% for this period. Based on an analysis of the options available for YPF expiring on 17-Oct-2025, there is a 34.19% likelihood that the underlying will close within the analyzed range of $22.61-$26.85 at expiration. In this scenario, the average linear return for the trade would be 50.29%.
Big -13.33% Change: After closing the last trading session at $30.83, YPF SOCIEDAD ANONIMA opened today at $26.25 and has reached a low of $25.34.
Trade approach: A movement as big as -13.33% 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 $26.72 on 17-Oct-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 $26.85 on 17-Oct-2025. Based on our risk-neutral analysis, there is a 50.02% 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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