Quantcha now offering unlimited commission-free options trading. Quantchabot has detected a promising Short Risk Reversal trade opportunity for INMUNE BIO INC. COMMON STOCK (INMB) for the 16-Jul-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine. INMB was recently trading at $24.22 and has an implied volatility of 140.27% for this period. Based on an analysis of the options available for INMB expiring on 16-Jul-2021, there is a 34.15% likelihood that the underlying will close within the analyzed range of $21.63-$24.22 at expiration. In this scenario, the average linear return for the trade would be 10.49%. Big -9.23% Change: After closing the last trading session at $26.68, INMUNE BIO INC. COMMON STOCK opened today at $25.49 and has reached a low of $24.00. Trade approach: A movement as big as -9.23% is a significantly bearish indicator, so this trade is designed to be profitable if INMB maintains its current direction and does not revert back to pricing on the bullish side of $24.22 on 16-Jul-2021. 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 INMUNE BIO INC. COMMON STOCK closes at or below $25.35 on 16-Jul-2021. Based on our risk-neutral analysis, there is a 65.72% 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.