BANC Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: BANC's mean-reverting price suggests potential upside from synergies. Overlapping helium and market volatility supports strategic entries.




Bearish Case: High implied volatility and regional banking risks may suppress BANC, complicating profitability despite merger synergies.




Potential Outcomes:
  1. Successful integration boosts stock (Added value, 60% chance).
  2. Regional instability pressures price (Negative impact, 30% chance).
  3. Regulatory shifts influence operations (Moderate effect, 10% chance).




Trading Oracle:
Leverage positive edge with BANC bullish long volatility strategy. Buy $12.5 calls and sell $15.0 calls, capturing potential mean reversion within a flat term structure, minimizing risk while targeting volatility uptick.



April 24, 2025


Banc of California Forecast

BANC        Banc of California











Correlated Assets

Assets that tend to move strongly with BANC



MTB Forecast + Options Trading Strategies   MTB  M & T (0.9)


FITB Forecast + Options Trading Strategies   FITB  Fifth Third Bancorp (0.88)


MAC Forecast + Options Trading Strategies   MAC  Macerich (0.88)


PNC Forecast + Options Trading Strategies   PNC  PNC Financial Services (0.88)


IVV Forecast + Options Trading Strategies   IVV  BTC iShares Core S&P 500 (0.87)



Uncorrelated Assets

Assets with little price relationship to BANC



SAN Forecast + Options Trading Strategies   SAN  Banco Santander (-0.0)


DAN Forecast + Options Trading Strategies   DAN  Dana (0.0)


FOLD Forecast + Options Trading Strategies   FOLD  Amicus Therapeutics (-0.01)


ZBH Forecast + Options Trading Strategies   ZBH  Zimmer Biomet (-0.01)


SCO Forecast + Options Trading Strategies   SCO  ProShares UltraShort Bloomberg Crude Oil (0.01)



Anticorrelated Assets

Assets that tend to move strongly against BANC



GSL Forecast + Options Trading Strategies   GSL  Global Ship Lease (-0.54)


EWW Forecast + Options Trading Strategies   EWW  iShares MSCI Mexico (-0.57)


PAGS Forecast + Options Trading Strategies   PAGS  PagSeguro Digital (-0.59)


EC Forecast + Options Trading Strategies   EC  Ecopetrol SA (-0.63)


UDN Forecast + Options Trading Strategies   UDN  Invesco DB US Dollar Index Bearish (-0.73)









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