SABR Forecast



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











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Assets that tend to move strongly with SABR



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MTB Forecast + Options Trading Strategies   MTB  M & T (0.81)


EWBC Forecast + Options Trading Strategies   EWBC  East West Bancorp (0.8)


IVV Forecast + Options Trading Strategies   IVV  BTC iShares Core S&P 500 (0.8)


OUT Forecast + Options Trading Strategies   OUT  Outfront Media (0.79)



Uncorrelated Assets

Assets with little price relationship to SABR



QGEN Forecast + Options Trading Strategies   QGEN  Qiagen (-0.0)


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)


CVX Forecast + Options Trading Strategies   CVX  Chevron (-0.03)



Anticorrelated Assets

Assets that tend to move strongly against SABR



PTEN Forecast + Options Trading Strategies   PTEN  Patterson-UTI Energy (-0.57)


XP Forecast + Options Trading Strategies   XP  XP (-0.57)


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)









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