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AstraZeneca Stock Creeps Higher on Covid-19 Vaccine Update

Options traders have been much more bullish than usual of late

Deputy Editor
Sep 30, 2021 at 10:47 AM
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AstraZeneca PLC (NASDAQ:AZN) is in the spotlight today, after a large U.S. trial showed the drugmaker's Covid-19 vaccine demonstrated 74% efficacy in prevent symptomatic disease. That figure increased to 83.5% in individuals aged 65 and older. In response, AstraZeneca plans to file for U.S. Food and Drug Administration (FDA) approval later this year.

AstraZeneca stock was last seen up 1.1% to trade at $60.32. The equity has been volatile as of late, rallying to a Sept. 24, annual high of $61.29, which was preceded by a steep dip that the ascending 150-day moving average was able to capture. Year-to-date, the equity is up 20.5%.  

The options pits are flashing a penchant for bullish bets. This is per AstraZeneca stock's 10-day call/put volume ratio of 10.21 at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). This ratio sits higher than 94% of readings from the past year, showing puts being picked up at a much faster-than-usual rate. 

Speculating on the security's next move with options could be a prudent play. The stock's Schaeffer's Volatility Index (SVI) of 23% stands higher than 23% of all other readings in its annual range, implying that options players are pricing in low volatility expectations at the moment. 

 

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