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Option Bears, Shorts Cheer Synta Pharmaceuticals Corp.'s (SNTA) Demise

Synta Pharmaceuticals Corp. (SNTA) is getting battered after the company shelved a study of its lung cancer treatment

Oct 21, 2015 at 10:34 AM
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Synta Pharmaceuticals Corp. (NASDAQ:SNTA) is the worst-performing stock on the Nasdaq, and it's not even close. Shares of the drugmaker have plummeted over 70% to trade at $0.58 -- and earlier hit a record low of $0.55 -- after the company called it quits on a late-stage trial of its lung cancer combination treatment.

Roth Capital reacted negatively to the news, cutting its rating to "neutral" from "buy" and its price target to $1 from $13 -- a 92% reduction. Additional downgrades are a possibility, considering 100% of brokerages tracking SNTA have doled out "strong buy" endorsements.

Others on the Street have been far more skeptical. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 50-day put/call volume ratio of 0.18 ranks in the top quartile of its annual range. In other words, long puts have been more popular than usual in recent months, relative to long calls. This morning, intraday volume on SNTA options is 11b times faster than normal.

Similarly, 11.4% of Synta Pharmaceuticals Corp.'s (NASDAQ:SNTA) float is sold short. At the stock's average trading levels, this amount would take nine days to repurchase. While short interest has been building in recent weeks, that won't happen today, with SNTA opening on the short-sale restricted list.
 

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