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Amazon.com, Inc. (AMZN) Edges Higher on Woody Allen Deal

Amazon.com, Inc. (AMZN) option traders are likely cheering a Woody Allen movie deal

Feb 19, 2016 at 12:26 PM
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Internet retail giant Amazon.com, Inc. (NASDAQ:AMZN) is making headlines today, including acquiring the rights to Woody Allen's next feature film. The movie is set for release in theaters this summer, and will then be available for streaming only through Amazon's Prime service. AMZN also reported this morning that it hopes to set up a network of parcel lockers in Europe, which would cut down on the company's delivery costs. AMZN was last seen trading 1.1% higher at $530.89, and looks to close the week with a healthy 4.6% gain.

The company reported disappointing fourth-quarter earnings at the end of January, causing the shares to bottom near $474 -- territory not charted since the August swoon -- on Feb. 9. But the stock has since bounced more than 12% -- perhaps thanks to Peyton Manning? -- and it looks like now is an opportune time for short-term option buyers to jump in. The equity's Schaeffer's Volatility Scorecard (SVS) sits at a lofty 91, indicating that AMZN has tended to make outsized moves over the past year, relative to what the options market has priced in.

The equity's 10-day call/put volume ratio on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is higher than nearly three-fourths of the past year's readings, at 1.26. In other words, option players have initiated bullish bets over bearish at a faster-than-usual clip during the past two weeks.

Likewise, AMZN's Schaeffer's put/call open interest ratio (SOIR) of 0.80 stands lower than 99% of all readings in the past 12 months. This shows a near-annual high in the preference for calls over puts, among options that expire in the next three months. Echoing that, total call open interest registers in the 98th percentile of its annual range, according to Trade-Alert.

Peak call open interest in the February series -- which expires in just a few hours -- sits at the out-of-the-money 670 strike, with nearly 7,200 contracts outstanding. In the soon-to-be front-month March series, the 570 strike is home to peak call open interest of more than 4,800 contracts. As such, there's little in the way of potential options-related resistance to hinder Amazon.com, Inc.'s (NASDAQ:AMZN) rebound.

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