OMER Forecast + Trading Strategies


Bullish Case: Positive Phase 2 OMS906 data supports anticipated Phase 3 advancement. Potential catalysts include narsoplimab TA-TMA approval, enhancing revenue streams and validating pipeline ([Helium][Helium]).


Bearish Case: High implied volatility suggests elevated risk. Negative outcomes, like narsoplimab BLA rejection or delayed Phase 3 for OMS906, could lead to significant price drops ([Helium][Helium]).


Potential Outcomes:

1) Positive OMS906 Phase 2 data (70%)

2) Narsoplimab TA-TMA approval in 2024 (60%)

3) Rejection or delay of narsoplimab BLA (30%) ([Helium][Helium]).


Trading Oracle: Sell credit spreads due to flat term structure and high volatility, simplified by expected mean reversion (). Focus on short-term spreads expiring by August 2024, bull-biased but hedge with puts.


July 09, 2024


Omeros Forecast

OMER      Omeros











Correlated Assets

Assets that tend to move strongly with OMER



VRNT Forecast + Options Trading Strategies   VRNT  Verint Systems (0.81)


CVLG Forecast + Options Trading Strategies   CVLG  Covenant Logistics (0.8)


CRVS Forecast + Options Trading Strategies   CRVS  Corvus Pharmaceuticals (0.79)


GLW Forecast + Options Trading Strategies   GLW  Corning (0.78)


QYLD Forecast + Options Trading Strategies   QYLD  Global X NASDAQ 100 Covered Call (0.78)



Uncorrelated Assets

Assets with little price relationship to OMER



EPAM Forecast + Options Trading Strategies   EPAM  EPAM Systems (-0.0)


CVS Forecast + Options Trading Strategies   CVS  CVS Health (0.0)


SAGE Forecast + Options Trading Strategies   SAGE  Sage Therapeutics (0.0)


NOG Forecast + Options Trading Strategies   NOG  Northern Oil and Gas (-0.01)


JACK Forecast + Options Trading Strategies   JACK  Jack In The Box (-0.01)



Anticorrelated Assets

Assets that tend to move strongly against OMER



DXD Forecast + Options Trading Strategies   DXD  ProShares UltraShort Dow30 (-0.62)


LEU Forecast + Options Trading Strategies   LEU  Centrus Energy (-0.64)


TZA Forecast + Options Trading Strategies   TZA  Direxion Daily Small Cap Bear 3X Shares (-0.65)


UUUU Forecast + Options Trading Strategies   UUUU  Energy Fuels (-0.66)


EQNR Forecast + Options Trading Strategies   EQNR  Equinor ASA - (-0.68)





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