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A shift in the options pits could create tailwinds

Digital Content Manager
Jun 2, 2021 at 10:11 AM
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The shares of Ambarella Inc (NASDAQ:AMBA) are down 0.6% at $100.47 this morning, despite the semiconductor design name reporting first-quarter earnings of 23 cents per share -- higher than Wall Street's estimated 17 cents per share. The company also raised its second-quarter revenue forecast beyond analyst expectations, betting on growth for its automotive business due to an artificial intelligence (AI) technology known as computer vision.

The brokerage bunch is responding to the results with optimism. The stock earned price-target hikes from Stifel and Rosenblatt Securities to $140 and $145, respectively. Analysts are optimistic towards the security, with 11 of the 16 in question carrying a "buy" or better rating. Plus, coming into today, the 12-month consensus target price of $131.80 was already a 31.5% premium to current levels.

On the charts, a massive bull gap pushed the equity to a March 3, all-time high of $137.21. And while the security has been cooling off from that peak, shares seem to have regained support at the $100 level. In the last nine months alone, Ambarella stock has added more than 80%. 

A shift in the options pits -- which lean overwhelmingly bearish -- would create more tailwinds for the security. This is per Ambarella stock's 10-day put/call volume ratio of 1.57 at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which stands in the 95th percentile of its annual range. This suggests puts are currently being picked up at a much faster-than-usual clip. 

The stock's usually quiet options pits are brimming with activity today. So far, 1,184 calls and 1,006 puts have crossed the tape, which is 16 times the intraday average. Most popular is the weekly 6/4 85-strike put, followed by the 90-strike put in the same series. 

 

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