VFC AI Report

V.F. Corporation (VFC) - Company Overview

Report Created as of: Thursday, 09/18/2025

Share Price: $15.09 ($0.33) Marketcap: $5.9B

52-Week Range: $9.74 on 04/08/2025 - $26.93 on 01/30/2025

Sector: Consumer Discretionary | Industry: Clothing Manufacturing

Business Profile

VF designs produces and distributes branded apparel and accessories. Its largest apparel categories include action sports outdoor and workwear. Its portfolio of about a dozen brands includes Vans The North Face Timberland Supreme and Dickies. VF markets its products in the Americas Europe and Asia-Pacific through wholesale sales to retailers e-commerce and branded stores owned by the company and partners. The company has grown through multiple acquisitions and traces its roots to 1899.

Performance Overview

Sector: Consumer Discretionary
Industry: Clothing Manufacturing

Industry Context

Performance Percentile by historical ranges
2 Weeks	1 Month	3 Months	6 Months	1 Year
27%	60%	64%	38%	23%

Neutral relative strength. Clothing Manufacturing industry is neither a leader nor a laggard compared to other industries.

This could indicate:

Balanced positioning. No clear dominance or weakness. Clothing Manufacturing industry is performing 'in line with the pack.'
Lack of momentum signals. Since both horizons align at the middle percentile, there is no directional edge from relative strength analysis alone.
Rotation risk. Middle-ranked industries often get overshadowed when capital flows concentrate into clear leaders or rotate into beaten-down laggards.

When both 1-year and 2-week percentiles are in the middle range, the industry is in equilibrium - neither leading nor lagging. This is a 'neutral zone' where sector-level trades lack conviction, and focus shifts to stock-specific or volatility-driven opportunities.

Stock vs Sector VFC Performance vs. Sector (Consumer Discretionary) peers and Overall Market

Performance Percentile by historical ranges
Description	2 Weeks	1 Month	3 Months	6 Months	1 Year
	Sector	64%	86%	70%	17%	39%
	Overall Market	50%	88%	83%	12%	26%

VFC Volatility Analysis

Current Volatility Snapshot

Implied Volatility (IV): 57%
1-Year IV Percentile: 50%
Current IV is higher than 50% of readings over the past year, indicating option premiums are relatively inexpensive because volatility expectations are low. Traders expect smaller price moves in the underlying. This favors long premium strategies, since you are paying less for potential movement.
1-Year IV Rank: 23
Current IV Rank (23) is Very Low
Interpretation:
- Current IV is close to the lowest level of the past year.
- Options are cheap relative to their history.
- Market expects calm/stable conditions.
- Risk: Volatility has room to rise from here (mean reversion).

Options Sentiment

Call / Put Ratio

Volume: 874% ( 698% )
Interpretation: Very bullish Market Sentiment: This is an indication of strong bullish sentiment, with traders actively betting on upward price movement. Traders are overwhelmingly favoring calls, suggesting that there is strong optimism or speculative interest in the market. A high call volume could be driven by expectations of a major price increase, possibly due to a catalyst like earnings reports, market news, or overall bullish sentiment.
Open Interest: 259% ( -10% )
Interpretation: Very Bullish / Overheated Market Sentiment: Heavy speculative call exposure. Strong optimism or greed phase. May mark overbought territory or contrarian sell signal if excessive.
Notional Value of Options Traded: 994% ( 783% )
Interpretation: Very Bullish / Speculative Market Sentiment: Large notional exposure to calls. Reflects aggressive positioning or speculative enthusiasm. May precede near-term overbought conditions or complacency.
Implied Volatility: 105% ( -1% )
Interpretation: Mildly Bullish Market Sentiment: Suggests a mild bullish bias, where the implied volatility for calls is slightly higher than for puts. This indicates that investors are somewhat expecting upward movement or more volatility to the upside. There is a small preference for upside movement, but it is not extreme. Traders might anticipate a moderate increase in price or are hedging for some potential upside, but the sentiment is not strongly bullish.

Summary: Extreme bullish sentiment. Traders are highly confident in a significant price increase. This range often reflects high optimism or speculative activity, with expectations for a major upside move.

Market value of open interest and average strike price weighted by open interest.

Open Interest Skew Report by Expiration
Expiration	Overall			Calls			Put
Expiration	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike

The average cost per option contract (calculated as mid-price weighted by open interest) for a given expiration month is a proxy for where traders' capital is most heavily positioned.

A higher normalized value indicates that the open interest is concentrated in more expensive options (higher implied volatility or deeper ITM).
A lower normalized value suggests open interest is focused on cheaper, out-of-the-money, or low-volatility options.

The average strike price weighted by open interest shows the "center of gravity" of traders' positioning for that expiration month. The strike price around which the majority of open interest (and thus traders' exposure) is concentrated.

For overall values:

If the value is above the current stock price, it means traders' open interest is concentrated in higher strikes (bullish bias).
If it's below the stock price, open interest is more concentrated in lower strikes (bearish bias).
If it's near the current price, positioning is balanced around the current underlying level.

HPT High Probability Trades

The following high-probability options trade ideas can be considered for VFC

Click on "Market" or "Target" column value to view 1 Year or 5 Years Historical Price Return Distribution chart

View

Trade

Estimated
Profit

Probability
of Profit

Expected
P/L

Expected
AROI

Market

Target

Short Put

Sell Oct.31w 14 Put

$85

$88

80%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$30

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

69.62%

Call Credit Spread

Sell Oct.03w 16 Call
Buy Oct.03w 18.5 Call

$27

$30

83%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

67.67%

Short Put

Sell Nov.21 13 Put

$70

$72

85%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$23

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

53.13%

Short Put

Sell Oct.03w 14.5 Put

$40

$42

76%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

42.72%

Short Put

Sell Oct.10w 14.5 Put

$51

$53

76%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$10

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

40.39%

Call Credit Spread

Sell Oct.31w 17.5 Call
Buy Oct.31w 20 Call

$27

$33

88%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$12

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

38.19%

Put Credit Spread

Sell Oct.31w 14 Put
Buy Oct.31w 10.5 Put

$66

$73

77%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$16

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

34.98%

Call Credit Spread

Sell Nov.21 18 Call
Buy Nov.21 23 Call

$52

$54

87%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$30

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

31.66%

Call Debit Spread

Sell Oct.31w 14 Call
Buy Oct.31w 8 Call

$76

$87

78%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$22

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

26.41%

Put Debit Spread

Sell Nov.21 18 Put
Buy Nov.21 22 Put

$40

$45

87%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$19

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

24.95%

Short Put

Sell Oct.17 14 Put

$42

$44

80%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

24.32%

Put Credit Spread

Sell Nov.21 13 Put
Buy Nov.21 9 Put

$56

$59

83%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$16

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

20.98%

Call Credit Spread

Sell Oct.17 16 Call
Buy Oct.17 20 Call

$47

$51

76%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

15.38%

Put Debit Spread

Sell Oct.10w 16 Put
Buy Oct.10w 17 Put

$18

$24

78%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

14.86%

Call Debit Spread

Sell Oct.17 14 Call
Buy Oct.17 11 Call

$33

$39

78%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

0.00%