Quantcha now offering unlimited commission-free options trading. Quantchabot has detected a promising Short Risk Reversal trade opportunity for AMERESCO (AMRC) for the 19-Feb-2021 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine. AMRC was recently trading at $53.64 and has an implied volatility of 58.41% for this period. Based on an analysis of the options available for AMRC expiring on 19-Feb-2021, there is a 34.14% likelihood that the underlying will close within the analyzed range of $44.74-$53.65 at expiration. In this scenario, the average linear return for the trade would be 34.23%. Big -7.49% Change: After closing the last trading session at $57.98, AMERESCO opened today at $57.20 and has reached a low of $53.47. Trade approach: A movement as big as -7.49% is a significantly bearish indicator, so this trade is designed to be profitable if AMRC maintains its current direction and does not revert back to pricing on the bullish side of $53.64 on 19-Feb-2021. 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 AMERESCO closes at or below $54.70 on 19-Feb-2021. Based on our risk-neutral analysis, there is a 54.26% 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.