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Options Traders React to Tesla's China News

It's a prime time to sell premium on TSLA stock

Jul 10, 2018 at 11:04 AM
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The shares of Tesla Inc (NASDAQ:TSLA) are trading up 1.8% at $324.17, after the electric car maker announced plans to build a factory in China. The new facility will reportedly be able to produce up to 500,000 vehicles a year.

Tesla stock's time on the charts has been choppy over the past 12 months. But despite the shares trading as high as $389.61 back on Sept. 18, and as low as $244.59 on April 2, they are up a modest 2.6% year-over-year, and 4.3% year-to-date. Today's pop has the security pacing for a second straight close above its 50-day moving average, after a short breach of this trendline last week.

Options traders have been bearish toward TSLA stock, and that skepticism is being seen in today's session. Amid relatively low absolute volume, the weekly 7/13 325- and 330-strike calls are most active, and it looks like speculators may be selling to open new positions here. If this is the case, they expect the strikes to serve as near-term ceilings through this Friday's close.

It's certainly an attractive time to sell premium on Tesla. The equity's 30-day at-the-money implied volatility of 58.4% ranks in the 92nd annual percentile, meaning short-term options are pricing in elevated volatility expectations at the moment.

What's more, the options market has historically overpriced TSLA's ability to make a big move over the last year -- and advantage to premium sellers. This is based on the stock's low Schaeffer's Volatility Scorecard (SVS) reading of 30 out of 100.

 
 

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