Quantcha now offering unlimited commission-free options trading. Quantchabot has detected a promising Bear Call Spread trade opportunity for VALMONT INDUSTRIES (VMI) for the 20-Mar-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine. VMI was recently trading at $138.14 and has an implied volatility of 38.08% for this period. Based on an analysis of the options available for VMI expiring on 20-Mar-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $128.21-$138.32 at expiration. In this scenario, the average linear return for the trade would be 82.18%. Big -10.42% Change: After closing the last trading session at $154.21, VALMONT INDUSTRIES opened today at $140.86 and has reached a low of $138.04. Trade approach: A movement as big as -10.42% is a significantly bearish indicator, so this trade is designed to be profitable if VMI maintains its current direction and does not revert back to pricing on the bullish side of $138.14 on 20-Mar-2020. If possible, the trade has been padded such that slight movement against the trade would still return a profit. Upside potential: Using this bearish strategy, the trade would be profitable if VALMONT INDUSTRIES closes at or below $138.80 on 20-Mar-2020. Based on our risk-neutral analysis, there is a 51.81% likelihood of this return. Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment. To analyze this trade in depth, please visit the Quantcha Options Search Engine.