Synthetic Long Discount Alert: OMEGA HEALTHCARE $OHI trading at a 14.31% discount for the 19-Jan-2024 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for OMEGA HEALTHCARE (OHI) for the 19-Jan-2024 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

OHI was recently trading at $30.11 and has an implied volatility of 25.82% for this period. Based on an analysis of the options available for OHI expiring on 19-Jan-2024, there is a 68.27% likelihood that the underlying will close within the analyzed range of $20.49-$44.73 at expiration. In this scenario, the average linear return for the trade would be 60.78%.

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 $30.00, which is already $0.11 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 $4.20 per share. The final position can be considered as having a discount of $4.31 per share over the underlying price of $30.11 for a 14.31% 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.

Big Gainer Alert: Trading today’s 8.4% move in KE HOLDINGS INC $BEKE

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Quantchabot has detected a promising Bull Call Spread trade opportunity for KE HOLDINGS INC (BEKE) for the 15-Oct-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BEKE was recently trading at $19.30 and has an implied volatility of 78.89% for this period. Based on an analysis of the options available for BEKE expiring on 15-Oct-2021, there is a 34.14% likelihood that the underlying will close within the analyzed range of $19.30-$21.74 at expiration. In this scenario, the average linear return for the trade would be 43.79%.

Big 8.40% Change: After closing the last trading session at $17.80, KE HOLDINGS INC opened today at $18.88 and has reached a high of $19.42.

Trade approach: A movement as big as 8.40% is a significantly bullish indicator, so this trade is designed to be profitable if BEKE maintains its current direction and does not revert back to pricing on the bearish side of $19.30 on 15-Oct-2021. 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 KE HOLDINGS INC closes at or above $19.15 on 15-Oct-2021. Based on our risk-neutral analysis, there is a 52.53% 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.

52-Week High Alert: Trading today’s movement in PAYCHEX $PAYX

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Quantchabot has detected a promising Bull Put Spread trade opportunity for PAYCHEX (PAYX) for the 17-Dec-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PAYX was recently trading at $118.97 and has an implied volatility of 19.41% for this period. Based on an analysis of the options available for PAYX expiring on 17-Dec-2021, there is a 34.14% likelihood that the underlying will close within the analyzed range of $118.99-$129.65 at expiration. In this scenario, the average linear return for the trade would be 59.20%.

52 week high: PAYCHEX recently reached a new 52-week high at $119.38. PAYX had traded in the range $79.07-$118.22 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 PAYX maintains its current direction and does not revert back to pricing on the bearish side of $118.97 on 17-Dec-2021. 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 PAYCHEX closes at or above $118.10 on 17-Dec-2021. Based on our risk-neutral analysis, there is a 53.47% 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.

Synthetic Long Discount Alert: NEW RESIDENTIAL INVESTMENT $NRZ trading at a 14.46% discount for the 19-Jan-2024 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for NEW RESIDENTIAL INVESTMENT (NRZ) for the 19-Jan-2024 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NRZ was recently trading at $11.11 and has an implied volatility of 37.34% for this period. Based on an analysis of the options available for NRZ expiring on 19-Jan-2024, there is a 68.27% likelihood that the underlying will close within the analyzed range of $6.35-$19.64 at expiration. In this scenario, the average linear return for the trade would be 61.43%.

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 $12.00, which is already $0.89 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 $2.50 per share. The final position can be considered as having a discount of $1.61 per share over the underlying price of $11.11 for a 14.46% 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.

Big Gainer Alert: Trading today’s 7.4% move in FREEPORT-MCMORAN INC $FCX

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Quantchabot has detected a promising Bull Call Spread trade opportunity for FREEPORT-MCMORAN INC (FCX) for the 15-Oct-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

FCX was recently trading at $34.06 and has an implied volatility of 47.79% for this period. Based on an analysis of the options available for FCX expiring on 15-Oct-2021, there is a 34.14% likelihood that the underlying will close within the analyzed range of $33.99-$36.54 at expiration. In this scenario, the average linear return for the trade would be 53.82%.

Big 7.43% Change: After closing the last trading session at $31.71, FREEPORT-MCMORAN INC opened today at $32.75 and has reached a high of $34.26.

Trade approach: A movement as big as 7.43% is a significantly bullish indicator, so this trade is designed to be profitable if FCX maintains its current direction and does not revert back to pricing on the bearish side of $34.06 on 15-Oct-2021. 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 FREEPORT-MCMORAN INC closes at or above $33.65 on 15-Oct-2021. Based on our risk-neutral analysis, there is a 55.46% 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.

52-Week High Alert: Trading today’s movement in PALO ALTO NETWORKS $PANW

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Quantchabot has detected a promising Bull Put Spread trade opportunity for PALO ALTO NETWORKS (PANW) for the 19-Nov-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

PANW was recently trading at $501.13 and has an implied volatility of 33.52% for this period. Based on an analysis of the options available for PANW expiring on 19-Nov-2021, there is a 34.14% likelihood that the underlying will close within the analyzed range of $501.18-$562.57 at expiration. In this scenario, the average linear return for the trade would be 62.95%.

52 week high: PALO ALTO NETWORKS recently reached a new 52-week high at $502.22. PANW had traded in the range $219.34-$495.92 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 PANW maintains its current direction and does not revert back to pricing on the bearish side of $501.13 on 19-Nov-2021. 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 PALO ALTO NETWORKS closes at or above $497.90 on 19-Nov-2021. Based on our risk-neutral analysis, there is a 52.27% 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.

Synthetic Long Discount Alert: ATERIAN INC $ATER trading at a 10.37% discount for the 21-Oct-2022 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for ATERIAN INC (ATER) for the 21-Oct-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ATER was recently trading at $8.48 and has an implied volatility of 120.47% for this period. Based on an analysis of the options available for ATER expiring on 21-Oct-2022, there is a 68.27% likelihood that the underlying will close within the analyzed range of $2.49-$29.03 at expiration. In this scenario, the average linear return for the trade would be 62.13%.

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 long call position is opened at a strike of $7.50, which is already $0.98 in the money. An out-of-the-money put at the same strike is sold to finance the call, resulting in a net debit of $0.10 per share. The final position can be considered as having a discount of $0.88 per share over the underlying price of $8.48 for a 10.37% 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.

Big Gainer Alert: Trading today’s 7.6% move in NETEASE $NTES

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Quantchabot has detected a promising Bull Put Spread trade opportunity for NETEASE (NTES) for the 12-Nov-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NTES was recently trading at $95.47 and has an implied volatility of 51.49% for this period. Based on an analysis of the options available for NTES expiring on 12-Nov-2021, there is a 34.14% likelihood that the underlying will close within the analyzed range of $95.48-$112.33 at expiration. In this scenario, the average linear return for the trade would be 23.05%.

Big 7.62% Change: After closing the last trading session at $88.71, NETEASE opened today at $90.00 and has reached a high of $96.12.

Trade approach: A movement as big as 7.62% is a significantly bullish indicator, so this trade is designed to be profitable if NTES maintains its current direction and does not revert back to pricing on the bearish side of $95.47 on 12-Nov-2021. 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 NETEASE closes at or above $95.25 on 12-Nov-2021. Based on our risk-neutral analysis, there is a 50.59% 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.

Synthetic Long Discount Alert: VICARIOUS SURGICAL INC $RBOT trading at a 14.98% discount for the 21-Jan-2022 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for VICARIOUS SURGICAL INC (RBOT) for the 21-Jan-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

RBOT was recently trading at $12.88 and has an implied volatility of 88.10% for this period. Based on an analysis of the options available for RBOT expiring on 21-Jan-2022, there is a 68.27% likelihood that the underlying will close within the analyzed range of $8.01-$20.73 at expiration. In this scenario, the average linear return for the trade would be 62.74%.

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 $12.50, which is already $0.38 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 $1.55 per share. The final position can be considered as having a discount of $1.93 per share over the underlying price of $12.88 for a 14.98% 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.

52-Week High Alert: Trading today’s movement in U.S. BANCORP $USB

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Quantchabot has detected a promising Bull Call Spread trade opportunity for U.S. BANCORP (USB) for the 8-Oct-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

USB was recently trading at $62.37 and has an implied volatility of 23.38% for this period. Based on an analysis of the options available for USB expiring on 8-Oct-2021, there is a 34.15% likelihood that the underlying will close within the analyzed range of $62.37-$63.27 at expiration. In this scenario, the average linear return for the trade would be 16.94%.

52 week high: U.S. BANCORP recently reached a new 52-week high at $62.53. USB had traded in the range $36.57-$62.47 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 USB maintains its current direction and does not revert back to pricing on the bearish side of $62.37 on 8-Oct-2021. 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 U.S. BANCORP closes at or above $62.35 on 8-Oct-2021. Based on our risk-neutral analysis, there is a 50.91% 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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