RC Forecast


Bullish Case: Stable implied volatility and potential underestimation by Helium model support a potential upside, providing an attractive risk/reward scenario.


Bearish Case: Flat price action and lower trading volumes suggest lack of bullish momentum. Elevated implied volatility for deep out-of-the-money puts indicates downside risk.


Potential Outcomes:

1. Moderate growth due to upcoming tech partnerships (30%);

2. Regulatory hurdles causing declines (25%);

3. Stable prices due to economic factors (35%);

4. External geopolitical factors causing fluctuations (10%).


Trading Oracle: Sell 2 $9 strike calls and buy 5 $10 strike calls expiring in 32 days to leverage short-term volatility mispricing. Targets positive theta and vega. High reward:risk: earn $15 per contract. Risk hedged by high probability of moderate price fluctuations. Aligns with recent trends and current volatility surface.


July 17, 2024


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LPSN Forecast + Options Trading Strategies   LPSN  Liveperson (0.94)


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EOG Forecast + Options Trading Strategies   EOG  EOG Resources (-0.0)


OLN Forecast + Options Trading Strategies   OLN  Olin (0.0)


TEX Forecast + Options Trading Strategies   TEX  Terex (0.0)


OGN Forecast + Options Trading Strategies   OGN  Organon (0.0)


GIS Forecast + Options Trading Strategies   GIS  General Mills (-0.0)



Anticorrelated Assets

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CEG Forecast + Options Trading Strategies   CEG  Constellation Energy (-0.9)


PGR Forecast + Options Trading Strategies   PGR  Progressive (-0.9)


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MCK Forecast + Options Trading Strategies   MCK  Mckesson (-0.92)


FRO Forecast + Options Trading Strategies   FRO  Frontline (-0.93)





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