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Why the Twitter Inc (TWTR) Losing Streak May Not Be Over

Twitter Inc (TWTR) is on pace for its ninth consecutive negative finish

Jan 14, 2016 at 10:15 AM
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Twitter Inc (NYSE:TWTR) is on track for its ninth straight losing session, down 6.7% at $17.43 and fresh off a record low of $17.44. Put differently, the stock hasn't had a single daily win in 2016. During this stretch, the shares have lost roughly 25% -- yet expectations among option traders are running high.

Looking at data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 3.73 TWTR calls for each put during the past two weeks. The corresponding call/put volume ratio ranks a mere 10 percentage points from an annual peak, suggesting the pace of call buying is faster than usual.

During that same time frame, TWTR's deep out-of-the-money March 24 call has seen the biggest change in open interest, adding over 23,500 positions. Per info from the ISE, CBOE, and PHLX, a significant portion were bought to open, suggesting traders anticipate a sharp rebound for the shares over the next two months. Meanwhile, longer-term bulls have been buying to open the stock's June 26 call, which has added more than 10,300 contracts in the past two weeks.

Underscoring this glass-half-full view is TWTR's Schaeffer's put/call open interest ratio (SOIR). Not only does this ratio check in at 0.44 -- with calls more than doubling puts among options with a shelf life of three months or less -- it also sits south of all other readings from the previous year. Put simply, short-term speculators haven't been this call-skewed in the past 52 weeks.

Of course, not everyone is sold on TWTR. Over one-tenth of the stock's float is sold short, so some of the recent call buyers could be short sellers seeking an upside hedge. Likewise, roughly three-fifths of covering analysts consider the shares worthy of no better than a "hold" rating.

That said, there seems to be far more optimism than is justified when it comes to Twitter Inc (NYSE:TWTR). From a contrarian perspective, an unwinding of these bullish option bets could help extend the social media stock's losing streak -- and lead to even lower lows.
 
 

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