SIGA Forecast + Trading Strategies


Bullish Case: Bullish signals from institutional interest and potential for upward price correction to align with Helium's higher implied volatility projections over the next few months.


Bearish Case: Recent price stagnation, historical mean reversion trends, and low trading volume may limit short-term upside. Heavy reliance on BARDA contracts poses risks.


Potential Outcomes:

1. Price increases due to contract renewals (30%).

2. Market sentiment causes stagnation (40%).

3. Regulatory changes affect volatility (15%).

4. Legal/operational disruptions decline price (15%).


Trading Oracle: Initiate a JUL24 9.00/10.00 debit call spread leveraging Helium's long volatility edge, targeting mean reversion and short-term bullish catalysts. High reward:risk, short-term focus, expiring around contract decision points. Profit from potential volatility spikes.


July 16, 2024










Correlated Assets

Assets that tend to move strongly with SIGA



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.72)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.55)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.61)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.64)



Uncorrelated Assets

Assets with little price relationship to SIGA



XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.55)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.61)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.64)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.72)



Anticorrelated Assets

Assets that tend to move strongly against SIGA



ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (0.72)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.55)


LI Forecast + Options Trading Strategies   LI  Li Auto (-0.61)


VFC Forecast + Options Trading Strategies   VFC  VF (-0.64)





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