Quantchabot has detected a new Bear Call Spread trade opportunity for REV GROUP INC (REVG) for the 21-Nov-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
REVG was recently trading at $54.58 and has an implied volatility of 51.59% for this period. Based on an analysis of the options available for REVG expiring on 21-Nov-2025, there is a 34.23% likelihood that the underlying will close within the analyzed range of $48.11-$54.72 at expiration. In this scenario, the average linear return for the trade would be 21.18%.
Big -9.01% Change: After closing the last trading session at $59.98, REV GROUP INC opened today at $60.00 and has reached a low of $54.35.
Trade approach: A movement as big as -9.01% is a significantly bearish indicator, so this trade is designed to be profitable if REVG maintains its current direction and does not revert back to pricing on the bullish side of $54.58 on 21-Nov-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 REV GROUP INC closes at or below $55.65 on 21-Nov-2025. Based on our risk-neutral analysis, there is a 55.26% 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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