SABR Forecast + Trading Strategies



Bearish<—>Bullish



80% Confidence




Bullish Case: Potential strategic partnerships and travel demand rebound could drive growth despite current volatility. Implied volatility surfaces show room for upward potential in pricing, supported by positive sentiment in call volumes.




Bearish Case: Persistent operational inefficiencies and high implied volatility signal downside risk. Historical price returns and backwardation in term structure suggest ongoing challenges, coupled with low current price levels.




Potential Outcomes:
  • Strategic partnerships drive growth: 40% chance.
  • Operational setbacks persist: 35% chance.
  • Market volatility impacts prices: 25% chance.



April 13, 2025


Sabre Forecast

SABR        Sabre











Correlated Assets

Assets that tend to move strongly with SABR



RPM Forecast + Options Trading Strategies   RPM  RPM International (0.83)


WVE Forecast + Options Trading Strategies   WVE  Wave Life Sciences (0.82)


MAC Forecast + Options Trading Strategies   MAC  Macerich (0.82)


VT Forecast + Options Trading Strategies   VT  Vanguard Group, Inc. - Vanguard Total World Stock (0.81)


PNC Forecast + Options Trading Strategies   PNC  PNC Financial Services (0.81)



Uncorrelated Assets

Assets with little price relationship to SABR



VIRC Forecast + Options Trading Strategies   VIRC  Virco Manufacturing (0.0)


LEN Forecast + Options Trading Strategies   LEN  Lennar (0.01)


LU Forecast + Options Trading Strategies   LU  Lufax Holding Ltd (-0.02)


DAN Forecast + Options Trading Strategies   DAN  Dana (-0.02)


KO Forecast + Options Trading Strategies   KO  Coca-Cola (0.03)



Anticorrelated Assets

Assets that tend to move strongly against SABR



VSAT Forecast + Options Trading Strategies   VSAT  Viasat (-0.59)


DVN Forecast + Options Trading Strategies   DVN  Devon Energy (-0.62)


SHEL Forecast + Options Trading Strategies   SHEL  Shell Plc - ADR (Representing) (-0.64)


EC Forecast + Options Trading Strategies   EC  Ecopetrol SA (-0.68)


DG Forecast + Options Trading Strategies   DG  Dollar General (-0.7)









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