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Rumored Twitter Bid Jars Walt Disney Co (DIS) Options Pits

Walt Disney Co (NYSE:DIS) is reportedly working with a financial advisor to make a bid for Twitter Inc (NYSE:TWTR)

Sep 26, 2016 at 3:29 PM
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Walt Disney Co (NYSE:DIS) has reportedly joined salesforce.com, inc. (NYSE:CRM) and Alphabet Inc (NASDAQ:GOOGL) on a growing list of potential suitors for Twitter Inc (NYSE:TWTR). According to Bloomberg, DIS -- whose board includes TWTR CEO Jack Dorsey -- is working with an advisor to place a possible bid. After trading lower earlier on a downgrade, TWTR stock immediately swung higher on the speculation, while shares of DIS were last seen down 1.7% at $91.71. And, although DIS put volume has accelerated today, the withstanding trend in the stock's options pits has tended toward calls.

At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), DIS options traders have bought to open 31,645 calls over the past 10 sessions, compared to 15,148 puts. What's more, the resultant call/put volume ratio of 2.09 ranks in the 88th annual percentile, meaning calls have been bought to open over puts at a faster-than-usual clip.

Even more telling of this call bias is the equity's Schaeffer's put/call open interest ratio (SOIR) of 0.59, which ranks lower than all other comparable readings taken in the past year. In other words, speculative players are more call-heavy now toward options expiring in three months or less than they've been at any other point over the last 12 months.

Drilling down on the front-month series, peak call open interest of 19,404 contracts is found at the October 100 strike. A healthy portion of this activity has been of the buy-to-open kind in recent months -- per data from the major options exchanges -- meaning speculators are betting on DIS settling north of the century mark when the options expire at the close on Friday, Oct. 21.

Technically, though, the $99-$100 neighborhood has been a thorn in Walt Disney Co's (NYSE:DIS) side since mid-May -- halting several rally attempts, including a post-earnings one in early August. Longer term, the stock has surrendered nearly 24% since notching an annual high of $120.65 last November.

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