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Time Warner Inc (TWX) Hot Streak Continues on HBO Spin-Off Buzz

It was unclear why Time Warner Inc (NYSE:TWX) was surging earlier in the week, but now we may have some answers

Jan 8, 2016 at 11:03 AM
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While most of the broader market suffered heavy losses over the past two days, Time Warner Inc (NYSE:TWX) has surged higher, though the catalyst was unclear. So, did we finally get our reason? The New York Post reported overnight that activist shareholders are pushing for the company to spin off its HBO business. In other news, Jeff Bewkes, the firm's Chairman and CEO, received a three-year extension. The stock was last seen up 3% at $72.22, putting it over 11% higher for the week. 

As we noted on Wednesday, TWX's sudden spike has been met with heavy bullish betting in the options arena. In fact, the stock's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) now stands at 11.80, which lands in the 80th percentile of its annual range.

Underscoring this point, the stock's Schaeffer's put/call open interest ratio (SOIR) comes in at 0.34, telling us that call open interest almost triples put open interest among options set to expire within three months. Plus, this reading is lower than 66% of all others from the past year, revealing short-term speculators are more call-skewed than normal. 

Today, calls are crossing at three times the average pace, with possible buy-to-open activity at the April 75 and 80 strikes. These traders better have their wallets ready. TWX's Schaeffer's Volatility Index (SVI) of 45% is only 6 percentage points from an annual high. This means the stock's near-term options are rather expensive, from a volatility standpoint. 

Option speculators aren't the only ones with high hopes for the shares. Fifteen of 22 brokerage firms that cover TWX say it's a "buy" or better, with no sell ratings to be seen. The stock's average 12-month price target of $84.45 also marks a 17% premium to current levels. 

While Time Warner Inc (NYSE:TWX) has outperformed recently, it's struggled on a long-term technical basis. Specifically, the shares have dropped over 14% year-over-year. The good news is that TWX is now on pace to close above its 20-week moving average for the first time since late July.
 
 

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