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Biogen Stock Surges on Alzheimer's Treatment FDA Application

BIIB call traders are coming out of the woodwork today

Deputy Editor
Jul 8, 2020 at 9:57 AM
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Biopharmaceutical concern Biogen Inc (NASDAQ:BIIB) is up 7.8% to trade at $289.18 this morning, after the company submitted a marketing application to the Food and Drug Administration (FDA) regarding its Alzheimer's disease treatment aducanumab. According to a release from Biogen, "If approved, aducanumab would be the first treatment with the potential to meaningfully change the course of Alzheimer's disease."  

On the charts in the last 12 months, mid-October and early-February bull gaps sent shares soaring but were undone by the last six months of lower lows. For the past month though, the stock has found support at the $260 level. And while the shares are up 7.7% for the month so far, today's breakout has been stymied by their 40-day moving average.

The options pits show a preference for puts. BIIB sports a 10-day put/call volume ratio at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which ranks in the 74th percentile of readings from the past 12 months. Echoing this, Biogen stock's Schaeffer's put/call open interest ratio (SOIR) of 1.47 sits higher than 99% of readings in its annual range, suggesting short-term option players have rarely been more put-biased during the past 12 months.

Today though, options traders are targeting calls. In just the first hour of trading, over 4,500 calls have changed hands -- seven times the average intraday amount and volume pacing for the 99th percentile of its annual range. The most popular so far is the July 300 call, while new positions are being opened at the weekly 7/10 300-strike call.

 

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