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Option Bulls Cheer as Sunedison Inc (SUNE) Sizzles on Einhorn Push

David Einhorn's Greenlight Capital is pushing for a sale of Sunedison Inc (SUNE)

Jan 26, 2016 at 10:45 AM
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Sunedison Inc (NYSE:SUNE) is on fire this morning, up 5.3% at $2.87, on news that David Einhorn's Greenlight Capital recently took a 4% stake in the solar firm (Einhorn holds a 6.8% stake, per recent regulatory filings). More than that, the hedge fund is pushing for a board seat -- but hasn't secured one, contrary to a recent report -- and a potential sale of the company. On Wall Street, shareholders and option bulls alike are cheering the gains, which represent a break from the stock's withstanding downtrend.

Jumping right in, traders have bought to open nearly three times as many calls as puts during the past 10 weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, SUNE's 50-day call/put volume ratio of 2.81 ranks in the top quartile of its annual range, hinting at a pronounced bias toward bullish bets over bearish.

Drilling deeper, one of the most active strikes during the past two weeks has been the July 3 call, where nearly 10,200 contracts have been added to open interest. According to data at the ISE, CBOE, and PHLX, a significant chunk has been bought to open, as traders roll the dice on SUNE muscling back atop the $3 level by July expiration. Alternatively, with over 43% of SUNE's float sold short, it's possible out-of-the-money call buyers are simply hedging their short stock positions.

Regardless, high levels of optimism are detected among analysts. Of the 15 brokerages tracking SUNE, 11 have handed out a "buy" or better rating, versus three "holds" and just one "strong sell." More ambitious still, the stock's average 12-month price target of $13.40 more than quadruples current trading levels, and stands in territory not charted since August.

As alluded to, Sunedison Inc (NYSE:SUNE) has hardly merited the positivity surrounding it. Since hitting a seven-year high of $33.44 in July, the shares have plummeted more than 90%, touching a three-year low of $2.02 last week. More recently, the stock has underperformed the broader S&P 500 Index (SPX) by close to 50 percentage points over the past 20 sessions.

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