AON Forecast + Trading Strategies


Bullish Case: AON's mean-reverting price trend, combined with volatility higher than market expectations and increased call trading volume, suggests potential for price recovery and stability near $300.


Bearish Case: Helium volatility forecasts highlight underestimated macro risks, reinforcing bearish perspective with potential adverse market events and AON's recent downward momentum.


Potential Outcomes:

1. Price stabilizes around $300 (probability: 20%).

2. Continued mean reversion pushes price to recent highs (~$310) due to favorable volatility indicators (probability: 30%).

3. Macro risks cause price declines (probability: 50%).


Trading Oracle: Execute a bearish debit spread expiring in ~32 days. Buy $310 strike call, sell $300 strike call. This strategy takes advantage of Helium's long volatility model and the higher implied volatility, offering positive edge and high reward:risk. Monitor near-term volatility shifts for greater profit potential.


July 16, 2024


Aon plc. - Forecast

AON      Aon plc. -











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