All posts by Automated Ideas

Ideas posted by this account are automatically generated based on market analysis. Please be aware that they are not vetted and the publishing process is completely automated. If you have any feedback about the ideas posted, please email hello@quantcha.com.

Synthetic Long Discount Alert: NEW AGE BEVERAGES CORPORATION COMMON $NBEV trading at a 10.56% discount for the 17-Jan-2020 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for NEW AGE BEVERAGES CORPORATION COMMON (NBEV) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NBEV was recently trading at $6.49 and has an implied volatility of 72.94% for this period. Based on an analysis of the options available for NBEV expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $2.63-$16.85 at expiration. In this scenario, the average linear return for the trade would be 55.38%.

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 put position is opened at a strike of $7.00, which is already $0.51 in-the-money. However, its sale more than offsets this moneyness and the cost of the long call that the trade results in a net credit of of $1.20 per share. The final position can be considered as having a discount of $0.69 per share over the underlying price of $6.49 for a 10.63% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:56:27 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: ENERGOUS CORPORATION COMMON ST $WATT trading at a 11.01% discount for the 17-Jan-2020 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for ENERGOUS CORPORATION COMMON ST (WATT) for the 17-Jan-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

WATT was recently trading at $9.19 and has an implied volatility of 74.19% for this period. Based on an analysis of the options available for WATT expiring on 17-Jan-2020, there is a 68.27% likelihood that the underlying will close within the analyzed range of $3.61-$24.62 at expiration. In this scenario, the average linear return for the trade would be 56.61%.

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 put position is opened at a strike of $10.00, which is already $0.81 in-the-money. However, its sale more than offsets this moneyness and the cost of the long call that the trade results in a net credit of of $1.80 per share. The final position can be considered as having a discount of $0.99 per share over the underlying price of $9.19 for a 10.77% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:56:08 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Synthetic Long Discount Alert: B&G FOODS $BGS trading at a 10.74% discount for the 15-Jan-2021 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for B&G FOODS (BGS) for the 15-Jan-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BGS was recently trading at $26.65 and has an implied volatility of 14.42% for this period. Based on an analysis of the options available for BGS expiring on 15-Jan-2021, there is a 68.27% likelihood that the underlying will close within the analyzed range of $17.73-$44.84 at expiration. In this scenario, the average linear return for the trade would be 68.13%.

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 put position is opened at a strike of $27.50, which is already $0.85 in-the-money. However, its sale more than offsets this moneyness and the cost of the long call that the trade results in a net credit of of $3.70 per share. The final position can be considered as having a discount of $2.85 per share over the underlying price of $26.65 for a 10.69% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:55:47 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in XILINX $XLNX

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Quantchabot has detected a promising Bull Put Spread trade opportunity for XILINX (XLNX) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

XLNX was recently trading at $120.21 and has an implied volatility of 29.27% for this period. Based on an analysis of the options available for XLNX expiring on 18-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $120.69-$135.54 at expiration. In this scenario, the average linear return for the trade would be 40.15%.

52 week high: XILINX recently reached a new 52-week high at $120.40. XLNX had traded in the range $62.54-$119.32 over the past year.

Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if XLNX maintains its current direction and does not revert back to pricing on the bearish side of $120.21 on 18-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if XILINX closes at or above $120.15 on 18-Apr-2019. Based on our risk-neutral analysis, there is a 51.55% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:47:47 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in BAOZUN INC. AMERICAN DEPOSITARY SHARES $BZUN

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Quantchabot has detected a promising Short Risk Reversal trade opportunity for BAOZUN INC. AMERICAN DEPOSITARY SHARES (BZUN) for the 15-Mar-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BZUN was recently trading at $32.89 and has an implied volatility of 76.53% for this period. Based on an analysis of the options available for BZUN expiring on 15-Mar-2019, there is a 33.95% likelihood that the underlying will close within the analyzed range of $27.02-$32.91 at expiration. In this scenario, the average linear return for the trade would be 41.40%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, BAOZUN INC. AMERICAN DEPOSITARY SHARES was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in BZUN on StockTwits appears to be moderately negative, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bearish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bearish strategy, the trade would be profitable if BAOZUN INC. AMERICAN DEPOSITARY SHARES closed at or below $33.65 on 15-Mar-2019. Based on our analysis, there is a 54.28% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:47:43 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 7.5% move in PRETIUM RESOURCES $PVG

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Quantchabot has detected a promising Long Risk Reversal trade opportunity for PRETIUM RESOURCES (PVG) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PVG was recently trading at $7.80 and has an implied volatility of 48.14% for this period. Based on an analysis of the options available for PVG expiring on 18-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $7.83-$9.56 at expiration. In this scenario, the average linear return for the trade would be 42.62%.

Big 7.52% Change: After closing the last trading session at $7.25, PRETIUM RESOURCES opened today at $7.35 and has reached a high of $7.85.

Trade approach: A movement as big as 7.52% is a significantly bullish indicator, so this trade is designed to be profitable if PVG maintains its current direction and does not revert back to pricing on the bearish side of $7.80 on 18-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if PRETIUM RESOURCES closes at or above $7.80 on 18-Apr-2019. Based on our risk-neutral analysis, there is a 50.67% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:47:12 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Covered Call Alert: GREENSKY INC. CLASS A COMMON STOCK $GSKY returning up to 32.98% through 21-Jun-2019

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Quantchabot has detected a promising Covered Call trade opportunity for GREENSKY INC. CLASS A COMMON STOCK (GSKY) for the 21-Jun-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

GSKY was recently trading at $10.39 and has an implied volatility of 67.37% for this period. Based on an analysis of the options available for GSKY expiring on 21-Jun-2019, there is a 68.27% likelihood that the underlying will close within the analyzed range of $7.08-$15.53 at expiration. In this scenario, the average linear return for the trade would be 10.60%.

Moneyness: These options are currently 20.31% out of the money and there is a 33.45% likelihood that these options will be exercised before or at expiration.

Most upside: If GREENSKY INC. CLASS A COMMON STOCK closes at or above $12.50, this trade could return up to 32.98%. Based on our analysis, there is a 32.74% likelihood of this return.

The downside: As with any covered call, the risk is substantial as it is vulnerable to a downturn in the underlying itself. There is a 39.05% chance the underlying will close at or below its breakeven price of $9.40, resulting in a net loss on the trade.

To find the best covered calls on the market, be sure to check out Quantcha’s covered call screener.

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


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:47:10 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

52-Week High Alert: Trading today’s movement in O'REILLY AUTOMOTIVE $ORLY

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for O'REILLY AUTOMOTIVE (ORLY) for the 18-Apr-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ORLY was recently trading at $386.76 and has an implied volatility of 22.89% for this period. Based on an analysis of the options available for ORLY expiring on 18-Apr-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $388.32-$425.73 at expiration. In this scenario, the average linear return for the trade would be 41.49%.

52 week high: O'REILLY AUTOMOTIVE recently reached a new 52-week high at $394.42. ORLY had traded in the range $217.64-$388.51 over the past year.

Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if ORLY maintains its current direction and does not revert back to pricing on the bearish side of $386.76 on 18-Apr-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if O'REILLY AUTOMOTIVE closes at or above $386.70 on 18-Apr-2019. Based on our risk-neutral analysis, there is a 51.81% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:46:43 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

StockTwits Trending Alert: Trading recent interest in DIREXION DAILY JR GOLD BULL $JNUG

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Bull Put Spread trade opportunity for DIREXION DAILY JR GOLD BULL (JNUG) for the 1-Mar-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

JNUG was recently trading at $12.28 and has an implied volatility of 74.06% for this period. Based on an analysis of the options available for JNUG expiring on 1-Mar-2019, there is a 34.23% likelihood that the underlying will close within the analyzed range of $12.29-$14.01 at expiration. In this scenario, the average linear return for the trade would be 63.68%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, DIREXION DAILY JR GOLD BULL was recently trending, indicating that breaking news and/or market activity has significantly impacted sentiment toward the stock. This movement can be interpretted as a sign of more near-term price movement for the underlying.

Trade approach: The recent sentiment change in JNUG on StockTwits appears to be moderately positive, indicating that the stock is likely to follow in that direction for investors trading on sentiment. As a result, a bullish strategy could prove effective if the sentiment ultimately turns out to drive trading.

Upside potential: Using this bullish strategy, the trade would be profitable if DIREXION DAILY JR GOLD BULL closed at or above $12.10 on 1-Mar-2019. Based on our analysis, there is a 54.71% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:46:41 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.

Big Gainer Alert: Trading today’s 7.0% move in YETI HOLDINGS INC $YETI

Quantcha now offering unlimited commission-free options trading.

Quantchabot has detected a promising Long Risk Reversal trade opportunity for YETI HOLDINGS INC (YETI) for the 17-May-2019 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

YETI was recently trading at $24.45 and has an implied volatility of 59.67% for this period. Based on an analysis of the options available for YETI expiring on 17-May-2019, there is a 34.14% likelihood that the underlying will close within the analyzed range of $24.60-$33.53 at expiration. In this scenario, the average linear return for the trade would be 64.24%.

Big 7.05% Change: After closing the last trading session at $22.84, YETI HOLDINGS INC opened today at $23.25 and has reached a high of $24.64.

Trade approach: A movement as big as 7.05% is a significantly bullish indicator, so this trade is designed to be profitable if YETI maintains its current direction and does not revert back to pricing on the bearish side of $24.45 on 17-May-2019. If possible, the trade has been padded such that slight movement against the trade would still return a profit.

Upside potential: Using this bullish strategy, the trade would be profitable if YETI HOLDINGS INC closes at or above $24.35 on 17-May-2019. Based on our risk-neutral analysis, there is a 51.30% 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.


This is an automated post generated based on a market analysis of delayed data at 2/19/2019 10:46:19 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.