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General Motors (GM) Option Traders Keep Hope Alive

General Motors Company (NYSE:GM) is lower today, despite announcing a new vehicle venture

Jun 25, 2015 at 3:16 PM
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General Motors Company (NYSE:GM) is hoping to connect its automobiles with roadside Wi-Fi devices, and will try out Cisco Systems, Inc.'s (NASDAQ:CSCO) new technology. To the dismay of option traders, the stock is failing to capitalize on the news -- last seen 1.5% lower at $34.63.

In fact, option traders have been scooping up long calls over puts at a rapid-fire rate in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), GM's 50-day call/put volume ratio of 3.09 ranks in the 92nd annual percentile.

Drilling down on the front-month series, peak call open interest is currently found at the July 36 strike, where more than 22,000 contracts are currently in residence. According to data from the ISE, CBOE, and PHLX, the majority of positions have been bought to open in recent months, meaning speculators are betting on GM to settle north of $36 at the close on Friday, July 17.

Regardless, those purchasing GM's front-month options are currently able to do so at a bargain. Specifically, the stock's Schaeffer's Volatility Index (SVI) of 17% rests lower than 96% of all similar readings taken in the past year. Simply stated, premium on the stock's short-term options is pricing in relatively low volatility expectations at the moment.

Outside of the options pits, most analysts have taken a glass-half-full approach to General Motors Company (NYSE:GM). Of the 13 brokerage firms covering the shares, eight maintain a "buy" or better rating, with not a single "sell" to be found. The stock could be poised for more downside, though, should the analyst tide continue to shift.
 

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