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Call Buyers Need a Big Expiration Day Move From Amazon Stock

AMZN shares have closed higher in four straight sessions

Apr 20, 2018 at 9:15 AM
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The broad tech sell-off that hit Wall Street earlier this year sent Amazon.com, Inc. (NASDAQ:AMZN) stock spiraling below its 50-day moving average, with the shares finally bouncing near the 80-day moving average and $1,350 level. In fact, a win today would mark a fifth straight for AMZN, and the security was last seen trading slightly higher before the open after a price-target hike to $1,800 from $1,750 at Credit Suisse.

amzn stock today

Options traders have seemingly been betting on more upside from the FAANG stock. The 10-day call/put volume ratio from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is 1.32 for Amazon, which ranks in the high 95th annual percentile. In other words, call buying has been unusually popular in recent weeks, relative to put buying.

Meanwhile, peak open interest resides at the soon-to-expire April 1,600 call. The removal of this overhead call wall could be seen as a bullish development for the shares, especially with the May 1,400 put coming in as the next most populous contract. For what it's worth, the stock was last quoted at $1,556.91, so it would need to add 2.8% today for those April calls to move into the money.

Either way, AMZN has been a name that's regularly made bigger moves on the charts over the past year compared to what the options market was expecting. That's according to its Schaeffer's Volatility Scorecard (SVS) of 91. The e-commerce company is scheduled to report earnings after the close next Thursday, April 26.
 

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