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Option Bulls Make a Beeline for Tesla Motors, Inc. (TSLA)

Tesla Motors Inc (TSLA) call options are hot after an optimistic analyst note

Apr 22, 2015 at 11:18 AM
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Tesla Motors Inc (NASDAQ:TSLA) has soared 5% to $220 -- a two-month high -- after Deutsche Bank waxed optimistic on the firm's energy storage prospects, and said the company's SolarCity Corp (NASDAQ:SCTY) partnership could be lucrative. In addition, the analysts reiterated their "buy" rating and $245 price target on TSLA, which is set to make a battery announcement next Thursday, April 30. Against this backdrop, TSLA option bulls are coming out in droves.

Call volume is running at three times the average intraday clip, with short-term options especially prevalent. In fact, weekly 4/24 options -- which expire at Friday's close -- account for the 10 most active contracts.

Digging deeper, buy-to-open activity has been detected at the weekly 4/24 215-strike call. In light of TSLA's surge, delta on the call more than tripled overnight, to 0.71 from 0.20, implying a roughly 71% chance of expiring in the money. The call buyers' profit will add up the higher TSLA soars north of $218.44 (strike plus volume-weighted average price of $3.44) through the end of the week.

The affinity for short-term calls marks a change of pace for TSLA, though. The equity's Schaeffer's put/call open interest ratio (SOIR) of 1.29 sits higher than 74% of all other readings from the past year, suggesting near-term traders are more put-heavy than usual right now.

Likewise, short interest grew 12% during the past two reporting periods, and now accounts for nearly 27% of Tesla Motors Inc's (NASDAQ:TSLA) total available float. At the stock's average pace of trading, it would take nearly a week to repurchase these pessimistic positions. Should the equity extend today's upward momentum, a short squeeze could fuel TSLA even higher -- and beyond recent resistance in the $220 neighborhood.

 

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