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Neonode, Inc (NEON) Skeptics Cheer Bear Gap

Neonode, Inc (NASDAQ:NEON) is getting hammered on downbeat revenue guidance and secondary offering pricing

Oct 7, 2015 at 10:47 AM
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Neonode, Inc (NASDAQ:NEON) has landed on the short-sale restricted list, after gapping lower on the tech firm's lackluster revenue guidance. Also weighing on the shares -- down 17.9% to $2.16 -- is the company's secondary offering pricing of $1.90, which represents a deep discount to yesterday's close at $2.63. While shareholders are getting burned on the news, short sellers and option traders are in a better spot.

Diving right in, over one-quarter of NEON's float is sold short. At the stock's average daily trading levels, it would take an astounding seven weeks to buy back these shorted shares. In fact, short interest is at its highest level since early June.

On the options front, call writing has been a popular strategy of late. Just yesterday, in fact, nearly 4,700 contracts were sold to open at NEON's out-of-the-money November 3 call. These sellers will profit, so long as the stock closes below $3 at back-month expiration, the evening of Friday, Nov. 20. Delta on the call has dropped to 0.21 from 0.36 last night, giving the option a slim 1-in-5 chance of being in the money at expiration.

At the same time, Neonode, Inc's (NASDAQ:NEON) implied volatility has surged 16.8 percentage points to 93%. In other words, it would now cost more to close the positions than it did to open them. Specifically, yesterday's volume-weighted average price (VWAP) for the call sellers was 12.5 cents, but the ask price this morning is 15 cents.
 

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