Drug Stock Higher on Hemp Joint Venture

A short squeeze could power a SRNE rally

Managing Editor
Jun 4, 2019 at 9:48 AM
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Add yet another name to the hemp landscape. This morning, drugmaker Sorrento Therapeutics Inc (NASDAQ:SRNE) announced a joint venture with Chinese medical device maker LifeTech Scientific to sell cannabidiol (CBD) products in Asia. Sorrento said the partnership could help it "deliver hundreds of metric tons of CBD annually to global markets."

The news has Sorrento stock up 4.3% to trade at $2.99 this morning, but it still carries a 35% deficit this quarter. It's been a wild year for SRNE, bottoming at $1.80 on March 8, and trading as high as $6.50 two weeks later. And even today's rally has run out of steam below the shares' 160-day moving average, a trendline of support until a bear gap last week.

This new ceiling could be toppled by an exodus of short sellers. Short interest fell by 2% in the two most recent reporting periods to 15.53 million shares. This accounts for 22.5% of the total available float, and nearly six days' worth of buying power, at the average pace of trading. 

In the options pits, calls are preferred, despite limited absolute volume. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), 1,517 calls were bought to open in the past two weeks, compared to just 412 puts. While some of this activity is likely at the hands of traditional options bulls, it's also possible shorts have been initiating an options hedge against any additional upside risk, given the short interest tied up in the stock,

Whatever the motive, it was certainly an attractive time to purchase premium on short-term SRNE options before today. The stock's Schaeffer's Volatility Index (SVI) of 137% registers in the 22nd annual percentile, signaling relatively muted volatility expectations at the moment. 
 

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