YPF Forecast + Trading Strategies



Bearish<—>Bullish



80% Confidence




Bullish Case: YPF's historical mean reversion and strategic focus on Vaca Muerta enhance optimism, supported by recent AI volatility analysis showing a premium over market volatility, suggesting potential upside.




Bearish Case: Market uncertainty persists with high implied volatility, inflation risks, and legal concerns, overshadowing YPF's operational success, leading to potential downside pressure on stock value.




Potential Outcomes:

1. Successful debt restructuring (60%): Enhances liquidity.

2. Persisting inflation (30%): Compresses margins.

3. Elevated geopolitical tensions (10%): Affects operations.




Trading Oracle: Implement Bullish Short Volatility due to mean-reverting nature and high implied volatility, selling ATM puts and buying OOTM puts to exploit premium. Expected 81% profit probability enhances potential return.



March 21, 2025


YPF Forecast

YPF        YPF











Correlated Assets

Assets that tend to move strongly with YPF



BBAR Forecast + Options Trading Strategies   BBAR  BBVA Argentina (0.96)


BBW Forecast + Options Trading Strategies   BBW  Build A Bear Workshop (0.9)


AXP Forecast + Options Trading Strategies   AXP  American Express (0.88)


QTWO Forecast + Options Trading Strategies   QTWO  Q2 (0.87)


RVLV Forecast + Options Trading Strategies   RVLV  Revolve (0.87)



Uncorrelated Assets

Assets with little price relationship to YPF



ITB Forecast + Options Trading Strategies   ITB  BTC iShares U.S. Home Construction (0.0)


TSN Forecast + Options Trading Strategies   TSN  Tyson Foods (0.0)


ULTA Forecast + Options Trading Strategies   ULTA  Ulta Beauty (0.0)


PHM Forecast + Options Trading Strategies   PHM  PulteGroup (0.0)


ENVX Forecast + Options Trading Strategies   ENVX  Enovix (0.02)



Anticorrelated Assets

Assets that tend to move strongly against YPF



LYB Forecast + Options Trading Strategies   LYB  LyondellBasell Industries (-0.8)


BIIB Forecast + Options Trading Strategies   BIIB  Biogen (-0.8)


VAL Forecast + Options Trading Strategies   VAL  Valaris (-0.82)


UDN Forecast + Options Trading Strategies   UDN  Invesco DB US Dollar Index Bearish (-0.83)


STM Forecast + Options Trading Strategies   STM  New York Shares (-0.84)









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