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Achillion Pharmaceuticals, Inc. (ACHN) Earnings Upside Entices Bulls

Achillion Pharmaceuticals, Inc. (ACHN) is trending higher on encouraging quarterly results

May 7, 2015 at 10:41 AM
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Achillion Pharmaceuticals, Inc. (NASDAQ:ACHN) is up 1.4% at $9.27 this morning, after the firm reported a slimmer-than-expected quarterly loss. This has caught the attention of option bulls, as calls are currently outpacing puts by a 60-to-1 margin.

Most active is the weekly 5/8 9.50-strike call, where buy-to-open activity may be transpiring. By purchasing these out-of-the-money (OOTM) positions, speculators are counting on ACHN to muscle atop $9.50 by tomorrow's close, when the weekly options expire.

Today's preference for calls over puts is business as usual. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), ACHN has racked up a 10-day call/put volume ratio of 12.42 -- with more than 12 calls bought to open for every put in recent weeks. What's more, this ratio outranks 83% of comparable readings from the past year.

Some of this call buying -- especially at OOTM strikes -- may be the work of short sellers hedging their bearish positions. Over 13% of ACHN's float is dedicated to short interest, which would take one week to repurchase, at the stock's average trading levels.

On the charts, Achillion Pharmaceuticals, Inc. (NASDAQ:ACHN) has been selling off since its late-January high of $16.54. Specifically, the shares have surrendered 44% of their value since then, pressured lower by their 20-day moving average.
 
 

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