A group of people called whales are watching a company named Synopsys. They are buying and selling parts of the company called options to make money or protect themselves from losing money. The whales think that Synopsys's value will go up or down in the future, so they buy different numbers of calls and puts. Calls are like betting that the price will go up, and puts are like betting that the price will go down. Most of the whales think the price will go down, but some think it will go up. They have spent a lot of money on these bets, and they expect to make more money if their predictions are correct. The price range where most whales want Synopsys's value to be in the future is between $450 and $600 per share. Read from source...

1. The author uses the term "whales" to refer to large investors who open trades with bullish or bearish expectations, without explaining what it means or how it is relevant to the article's topic. This creates confusion and ambiguity for the readers who may not be familiar with the term or its implications in the stock market context.
2. The author does not provide any evidence or sources to support the claim that 44% of the investors opened trades with bullish expectations and 55% with bearish. This is a significant statistic that should be backed up by data or research, but it is simply stated as if it were an undeniable fact without any justification or citation.
3. The author focuses too much on the total amount of money involved in the trades, rather than the percentage of change or the impact on the stock price. This makes the article seem more like a sensationalized report on financial transactions, rather than an informative analysis of the market dynamics and trends for Synopsys's options.
4. The author does not explain how the projected price targets are derived or what they mean for the investors and the company. This is important information that would help readers understand the potential risks and rewards of trading options on Synopsys, but it is omitted from the article.
5. The author uses vague terms like "liquidity" and "interest" without defining them or giving examples of how they are relevant to the options trading scenario. This creates confusion and lack of clarity for the readers who may not be familiar with these financial concepts or their applications in option trading.

Based on the information provided, I would suggest the following investment strategies for Synopsys (SNPS) options. However, please note that these are only suggestions and do not guarantee any returns or profits. Additionally, there are significant risks involved in trading options, especially when dealing with whale activity. Always consult a professional financial advisor before making any decisions.

Strategy 1: Bullish Call Spread
A bullish call spread is a strategy where you buy a call option and sell another call option with the same expiration date but at a higher strike price. This way, you can collect a premium while betting on the price of the underlying stock to rise. The potential profit is limited to the difference between the two strike prices minus the premium received. The risk is limited to the premium paid for the long call option.

Advantages:
- Lower cost than buying a single call option outright
- Potential profits if the stock price rises above the higher strike price
- Limited risk and reward ratio

Risks:
- The stock price must rise above the higher strike price for the strategy to be profitable
- The premium received may not be enough to cover the potential losses if the stock price does not move as expected
- Time decay can affect the options negatively, especially if the stock price stays within the strike prices

Recommendation:
For a bullish call spread, you could buy the April 30th $520.00 call and sell the April 30th $600.00 call for a net credit of $79.80 per contract. The breakeven point would be around $549.80, and the strategy would be profitable above $600.00. This strategy suggests that you expect Synopsys's stock price to rise within the next month, but not too drastically.

Strategy 2: Bearish Put Spread
A bearish put spread is a strategy where you sell a put option and buy another put option with the same expiration date but at a lower strike price. This way, you can collect a premium while betting on the price of the underlying stock to fall. The potential profit is limited to the difference between the two strike prices minus the premium received. The risk is limited to the premium collected for the short put option.

Advantages:
- Lower cost than selling a single put option outright
- Potential profits if the stock price falls below the lower strike price
- Limited risk and reward ratio

Risks:
- The stock price must fall below the lower strike price for the strategy to be profitable
- The premium received may not be enough to cover the potential losses if the