The automated Quantcha Trade Ideas Service has detected a promising trade opportunity for CBOE HOLDINGS () for the 15-Sep-2017 expiration period. You can analyze the opportunity in depth over at the .
CBOE was recently trading at $97.93 and has an implied volatility of 12.58% for this period. Based on an analysis of the options available for CBOE expiring on 15-Sep-2017, there is a 34.97% likelihood that the underlying will close within the analyzed range of $97.93-$102.34 at expiration. In this scenario, the average linear return for the trade would be 36.13%.
Trending on StockTwits: StockTwits® is a financial communications platform for the financial and investing community. On their site, , 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 CBOE 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 CBOE HOLDINGS closed at or above $97.60 on 15-Sep-2017. Based on our analysis, there is a 53.95% 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 .
This is an automated post generated based on a market analysis of delayed data at 8/14/2017 11:26:30 AM ET. The analysis does not include brokerage fees or commissions and is not investment advice.