SNY Forecast + Trading Strategies


Bullish Case: Following Dupixent's EU approval for COPD, strong pipeline progress, AI-powered R&D investments, and robust drug sales forecast growth.


Bearish Case: Legal challenges, potential adverse effects from the RSV vaccine, and ongoing market competition may significantly constrain growth.


Potential Outcomes: 60% chance of successful new drug launches, 30% hindered by legal/competitive pressures, 10% market volatility due to economic trends.


Trading Oracle: Trade bullish debit spreads expiring Jan 2025 with $52.5 strike calls. Leverage mean-reversion and moderately high implied volatility advantage. Monitor for legal updates and sales impact from AI/RSV results. High reward:risk ratio, expected profitability.


July 19, 2024










Correlated Assets

Assets that tend to move strongly with SNY



VFC Forecast + Options Trading Strategies   VFC  VF (0.4)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.19)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.15)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.18)



Uncorrelated Assets

Assets with little price relationship to SNY



XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.15)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.18)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.19)


VFC Forecast + Options Trading Strategies   VFC  VF (0.4)



Anticorrelated Assets

Assets that tend to move strongly against SNY



VFC Forecast + Options Trading Strategies   VFC  VF (0.4)


LI Forecast + Options Trading Strategies   LI  Li Auto (0.19)


XLE Forecast + Options Trading Strategies   XLE  Energy Select Sector SPDR (0.15)


ETRN Forecast + Options Trading Strategies   ETRN  Equitrans Midstream (-0.18)





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