The automated Quantcha Trade Ideas Service has detected a promising
CRBP was recently trading at $8.45 and has an implied volatility of 123.19% for this period. Based on an analysis of the options available for CRBP expiring on 17-Mar-2017, there is a 34.15% likelihood that the underlying will close within the analyzed range of $6.56-$8.49 at expiration. In this scenario, the average linear return for the trade would be 44.75%.
Big -7.14% Change: After closing the last trading session at $9.10, CORBUS PHARMACEUTICALS HOLDINGS INC. COMMON STOCK opened today at $8.05 and has reached a low of $8.00.
Trade approach: A movement as big as -7.14% is a significantly bearish indicator, so this trade is designed to be profitable if CRBP maintains its current direction and does not revert back to pricing on the bullish side of $8.45 on 17-Mar-2017. 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 CORBUS PHARMACEUTICALS HOLDINGS INC. COMMON STOCK closes at or below $8.60 on 17-Mar-2017. Based on our risk-neutral analysis, there is a 52.01% 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.
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This is an automated post generated based on a market analysis of delayed data at 2/28/2017 12:26:49 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.