All
Outcomes
Market
Price
AI Fair
Value
Value
Edge
March 31
YesNo
June 30
YesNo
December 31
YesNo
AI Insights:
03.17 05:28 UpdatedFair Value Reasoning:
While the market has completely cooled from the 'March 1st ultimatum' panic, causing the Dec 31 price to bleed from early-month highs of 68c down to 41c, this correction seems overly pessimistic regarding long-term risk. The short-term option (March 31) is trading at a significant premium (17.5c) despite only 14 days remaining and no breaking news; its price anomalously rebounded from 9.5c and should fundamentally be lower (<10c) due to time decay. Conversely, the Dec 31 option at 41c is now below the previously modeled 'macro instability' baseline. Given Iran's structural fragility, the low-40s range offers good odds, with fair value estimated slightly higher at around 45c.
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Hedging
Crude Oil
Gold
Iran is a major oil producer. If its President is suddenly removed, it could trigger regional instability or conflict escalation, severely impacting oil supply expectations and causing a spike in crude prices. Additionally, such geopolitical uncertainty typically boosts safe-haven assets like Gold.