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Amazon Put Open Interest Hits a Decade-Plus High

Puts haven't been this popular on AMZN since the shares were trading below $100

Editor-in-Chief
Aug 14, 2018 at 6:16 AM
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By all indications, Amazon.com's (NASDAQ:AMZN) quest for world domination continued apace last week. The retail behemoth announced a pilot program for Prime members to pick up Whole Foods orders without leaving their cars, and Party City (PRTY) revealed plans to offer select products for sale through the Amazon site. Meanwhile, activist investor Carl Icahn wrote an open letter citing Amazon's growing healthcare presence as an existential threat to Cigna's (CI) planned acquisition of Express Scripts (ESRX).

Against this busy news backdrop, Amazon stock set a new all-time high of $1,914.57 in Thursday's trading, and by Friday's close had extended its year-to-date gain to 61.3%. The equity's bullish momentum has been enviable since it first gapped above the $1,000 mark in late October, and its uptrend has been flawlessly supported in 2018 by its rising 20-day, 40-day, and 80-day moving averages.

But if you were to suppose that investor sentiment toward AMZN might be getting a little frothy as the stock closes in on Apple's (AAPL) freshly blazed trail into $1 trillion market cap territory -- well, you would be mistaken. As of this past Friday, Aug. 10, put open interest on Amazon stock arrived at a new 52-week high of 517,457 contracts.

In fairness, describing the current supply of open AMZN puts as a "52-week high" undersells the situation by a few orders of magnitude. To be clear, this is the greatest daily put open interest reading for Amazon since October 2007 -- well over a decade ago, during a month when the stock was still trading, for the most part, in humble double-digit territory.

To further cement the extreme degree to which traders are currently favoring puts over calls on AMZN, Schaeffer's put/call open interest ratio (SOIR) currently stands at 1.21. This reading registers in the 96th percentile of its annual range, as puts have rarely outnumbered calls by a greater margin among options set to expire within three months.

Similarly, combined data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows that options traders have bought to open 1.04 puts for every call on AMZN over the past 10 sessions. This ratio outranks 94% of comparable readings from the past year, and effectively underscores the pronounced put skew on this outperforming FAANG name.

Of course, with 94% "buy" ratings from analysts and a mere 1.1% of its float sold short, this is not to suggest that Amazon is some kind of Wall Street pariah. Rather, the takeaway here seems to be that the breakout rally to new highs by AMZN is still being met by a robust degree of skepticism among speculative options traders (and perhaps shareholders, to the extent that some of these puts may have been purchased as hedges). And in our contrarian view, that "reasonable doubt" among Amazon traders could well mean that the stock's rally does, in fact, have enough fuel remaining to push the shares up to the vaunted trillion mark, and quite possibly beyond.

amzn put open interest peak 0810

Subscribers to Bernie Schaeffer's Chart of the Week received this commentary on Sunday, August 12.

 
 

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