Synthetic Long Discount Alert: AGNC INVESTMENT CORP $AGNC trading at a 10.67% discount for the 19-Jan-2024 expiration

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

AGNC was recently trading at $12.09 and has an implied volatility of 28.98% for this period. Based on an analysis of the options available for AGNC expiring on 19-Jan-2024, there is a 68.28% likelihood that the underlying will close within the analyzed range of $8.58-$18.31 at expiration. In this scenario, the average linear return for the trade would be 67.16%.

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 $13.00, which is already $0.91 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 $2.20 per share. The final position can be considered as having a discount of $1.29 per share over the underlying price of $12.09 for a 10.67% 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 Low Alert: Trading today’s movement in SNOWFLAKE INC $SNOW

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Quantchabot has detected a promising Bear Call Spread trade opportunity for SNOWFLAKE INC (SNOW) for the 20-May-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SNOW was recently trading at $165.89 and has an implied volatility of 84.30% for this period. Based on an analysis of the options available for SNOW expiring on 20-May-2022, there is a 34.27% likelihood that the underlying will close within the analyzed range of $139.31-$165.93 at expiration. In this scenario, the average linear return for the trade would be 15.03%.

52 week low: SNOWFLAKE INC recently reached a new 52-week low at $162.51. SNOW had traded in the range $164.29-$405.00 over the past year.

Trade approach: Reaching a new 52-week low is a bearish indicator, so this trade is designed to be profitable if SNOW maintains its current direction and does not revert back to pricing on the bullish side of $165.89 on 20-May-2022. 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 SNOWFLAKE INC closes at or below $165.95 on 20-May-2022. Based on our risk-neutral analysis, there is a 50.03% 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: ENERGY VAULT HOLDINGS INC $NRGV trading at a 18.05% discount for the 19-Aug-2022 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for ENERGY VAULT HOLDINGS INC (NRGV) for the 19-Aug-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

NRGV was recently trading at $13.85 and has an implied volatility of 120.38% for this period. Based on an analysis of the options available for NRGV expiring on 19-Aug-2022, there is a 68.31% likelihood that the underlying will close within the analyzed range of $7.24-$26.62 at expiration. In this scenario, the average linear return for the trade would be 72.35%.

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 $15.00, which is already $1.15 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 $3.65 per share. The final position can be considered as having a discount of $2.50 per share over the underlying price of $13.85 for a 18.05% 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 Loser Alert: Trading today’s -7.9% move in AIRBNB INC. CLASS A COMMON STOCK $ABNB

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Quantchabot has detected a promising Bear Call Spread trade opportunity for AIRBNB INC. CLASS A COMMON STOCK (ABNB) for the 15-Jul-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

ABNB was recently trading at $143.87 and has an implied volatility of 56.89% for this period. Based on an analysis of the options available for ABNB expiring on 15-Jul-2022, there is a 34.16% likelihood that the underlying will close within the analyzed range of $111.92-$144.01 at expiration. In this scenario, the average linear return for the trade would be 27.77%.

Big -7.88% Change: After closing the last trading session at $156.18, AIRBNB INC. CLASS A COMMON STOCK opened today at $152.19 and has reached a low of $142.01.

Trade approach: A movement as big as -7.88% is a significantly bearish indicator, so this trade is designed to be profitable if ABNB maintains its current direction and does not revert back to pricing on the bullish side of $143.87 on 15-Jul-2022. 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 AIRBNB INC. CLASS A COMMON STOCK closes at or below $144.11 on 15-Jul-2022. Based on our risk-neutral analysis, there is a 50.11% 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.

Big Loser Alert: Trading today’s -7.6% move in INTUIT $INTU

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Quantchabot has detected a promising Bear Call Spread trade opportunity for INTUIT (INTU) for the 20-May-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

INTU was recently trading at $413.96 and has an implied volatility of 48.22% for this period. Based on an analysis of the options available for INTU expiring on 20-May-2022, there is a 34.27% likelihood that the underlying will close within the analyzed range of $374.65-$414.05 at expiration. In this scenario, the average linear return for the trade would be 18.45%.

Big -7.58% Change: After closing the last trading session at $447.92, INTUIT opened today at $437.87 and has reached a low of $413.63.

Trade approach: A movement as big as -7.58% is a significantly bearish indicator, so this trade is designed to be profitable if INTU maintains its current direction and does not revert back to pricing on the bullish side of $413.96 on 20-May-2022. 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 INTUIT closes at or below $414.05 on 20-May-2022. Based on our risk-neutral analysis, there is a 50.01% 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.

Covered Call Alert: OCCIDENTAL PETROLEUM $OXY returning up to 26.81% through 21-Oct-2022

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Quantchabot has detected a promising Covered Call trade opportunity for OCCIDENTAL PETROLEUM (OXY) for the 21-Oct-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

OXY was recently trading at $63.00 and has an implied volatility of 60.69% for this period. Based on an analysis of the options available for OXY expiring on 21-Oct-2022, there is a 68.29% likelihood that the underlying will close within the analyzed range of $41.83-$95.69 at expiration. In this scenario, the average linear return for the trade would be 10.16%.

Moneyness: These options are currently 11.13% out of the money and there is a 40.40% likelihood that these options will be exercised before or at expiration.

Most upside: If OCCIDENTAL PETROLEUM closes at or above $70.00, this trade could return up to 26.81%. Based on our analysis, there is a 40.33% 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 37.09% chance the underlying will close at or below its breakeven price of $55.20, 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.

Synthetic Long Discount Alert: BOXED INC $BOXD trading at a 18.14% discount for the 20-Jan-2023 expiration

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Quantchabot has detected a promising Synthetic Long Stock trade opportunity for BOXED INC (BOXD) for the 20-Jan-2023 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

BOXD was recently trading at $10.75 and has an implied volatility of 74.39% for this period. Based on an analysis of the options available for BOXD expiring on 20-Jan-2023, there is a 68.28% likelihood that the underlying will close within the analyzed range of $5.79-$20.37 at expiration. In this scenario, the average linear return for the trade would be 82.15%.

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 $10.00, which is already $0.75 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 $1.20 per share. The final position can be considered as having a discount of $1.95 per share over the underlying price of $10.75 for a 18.14% 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 Low Alert: Trading today’s movement in AMAZON.COM $AMZN

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Quantchabot has detected a promising Bear Call Spread trade opportunity for AMAZON.COM (AMZN) for the 15-Jul-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

AMZN was recently trading at $2,344.68 and has an implied volatility of 41.25% for this period. Based on an analysis of the options available for AMZN expiring on 15-Jul-2022, there is a 34.16% likelihood that the underlying will close within the analyzed range of $1,954.80-$2,346.94 at expiration. In this scenario, the average linear return for the trade would be 25.04%.

52 week low: AMAZON.COM recently reached a new 52-week low at $2,337.00. AMZN had traded in the range $2,367.50-$3,773.08 over the past year.

Trade approach: Reaching a new 52-week low is a bearish indicator, so this trade is designed to be profitable if AMZN maintains its current direction and does not revert back to pricing on the bullish side of $2,344.68 on 15-Jul-2022. 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 AMAZON.COM closes at or below $2,347.35 on 15-Jul-2022. 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.

Covered Call Alert: AMICUS THERAPEUTICS $FOLD returning up to 30.93% through 21-Oct-2022

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Quantchabot has detected a promising Covered Call trade opportunity for AMICUS THERAPEUTICS (FOLD) for the 21-Oct-2022 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

FOLD was recently trading at $6.86 and has an implied volatility of 60.36% for this period. Based on an analysis of the options available for FOLD expiring on 21-Oct-2022, there is a 68.29% likelihood that the underlying will close within the analyzed range of $4.56-$10.39 at expiration. In this scenario, the average linear return for the trade would be 10.28%.

Moneyness: These options are currently 16.70% out of the money and there is a 37.30% likelihood that these options will be exercised before or at expiration.

Most upside: If AMICUS THERAPEUTICS closes at or above $8.00, this trade could return up to 30.93%. Based on our analysis, there is a 35.74% 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 38.60% chance the underlying will close at or below its breakeven price of $6.11, 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.

StockTwits Trending Alert: Trading recent interest in SPROUTS FARMERS MARKET INC. C $SFM

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Quantchabot has detected a promising Short Risk Reversal trade opportunity for SPROUTS FARMERS MARKET INC. C (SFM) for the 19-Jan-2024 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.

SFM was recently trading at $23.58 and has an implied volatility of 41.69% for this period. Based on an analysis of the options available for SFM expiring on 19-Jan-2024, there is a 31.52% likelihood that the underlying will close within the analyzed range of $14.16-$23.58 at expiration. In this scenario, the average linear return for the trade would be 80.74%.

Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, SPROUTS FARMERS MARKET INC. C 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 SFM on StockTwits appears to be significantly 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 SPROUTS FARMERS MARKET INC. C closed at or below $24.80 on 19-Jan-2024. Based on our analysis, there is a 51.07% 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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