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Twitter Inc (TWTR) Calls Stay Hot as Ballmer Confirms Stake

Twitter Inc (TWTR) is rallying after former Microsoft CEO Steve Ballmer said he's taken a stake in the company

Oct 16, 2015 at 2:21 PM
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Twitter Inc (NYSE:TWTR) is on the rise, after former Microsoft Corporation (NASDAQ:MSFT) CEO Steve Ballmer confirmed he has taken a 4% stake in the microblogging company. At last check, TWTR shares are 3.5% higher at $30.75, and intraday call volume more than doubles the typical amount.

Digging deeper, calls account for seven of the top 10 strikes. TWTR's soon-to-expire October 30 and 31 calls lead the way once again, with slightly longer-term traders targeting the weekly 10/23 30- and 31-strike calls, which expire at next Friday's close.

Taking a step back, calls have been the options of choice in recent months. Across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), TWTR has amassed a 50-day call/put volume ratio of 2.77 -- with long calls nearly tripling puts. What's more, this ratio ranks in the high 88th percentile of its annual range.

Over the past two weeks, the stock's weekly 10/30 35-strike call has seen a surge in activity, adding 18,800 contracts to open interest -- the most of any option. According to the ISE, CBOE, and PHLX, there's been a mix of buy- and sell-to-open action. The buyers are counting on TWTR toppling the deep out-of-the-money strike by the close on Friday, Oct. 30, while the call writers foresee the shares settling south of $35 at expiration.

It's worth noting that Twitter Inc (NYSE:TWTR) is scheduled to report earnings the evening of Tuesday, Oct. 27, just before that weekly strike expires. The company's upcoming schedule also includes its developer conference, Twitter Flight, to be held next Wednesday, Oct. 21, in San Francisco.

 
 

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