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Bull Note Keeps Splunk Stock Rebound Alive

Call buying on Splunk has been accelerated in recent weeks

Sep 17, 2019 at 10:16 AM
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J.P. Morgan Securities upgraded Splunk Inc (NASDAQ:SPLK) to "overweight" from "neutral," saying the data analytics software company's $2 billion second-half bookings target may be a positive catalyst. The brokerage firm also said it expects "a long runway of growth given the company's evolving use cases and expanding platform."

In reaction, SPLK stock is up 2.6% to trade at $117.83, testing its 320-day moving average for the first time since a late-August bear gap had the shares breaching the trendline. This sell-off -- which was initially sparked by a negative earnings reaction on Aug. 22 -- brought the security back to familiar support at the $108 region, which has served as a floor for nearly all of 2019.

Options traders have been positioning for a bigger Splunk bounce. At the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day call/put volume ratio of 3.38 ranks in the 83rd annual percentile, meaning calls have been bought to open over puts at a quicker-than-usual clip.

While some of this activity may have been at the hands of bullish options traders, it's also possible short sellers have initiated options hedges to guard against any additional upside risk. Short interest on SPLK jumped 14.8% in the most recent reporting period to 8.01 million shares, representing a healthy 5.3% of the stock's available float, or 3.4 times the average daily pace of trading.

Whatever the reason, it's an attractive time to purchase premium on Splunk options. The equity's Schaeffer's Volatility Index (SVI) of 35% registers in the 16th annual percentile, meaning short-term options have priced in lower volatility expectations just 16% of the time over the past year.

 

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