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As Youku Tudou Inc. (YOKU) Kills, Option Buyers Remain Stubbornly Bearish

Youku Tudou Inc (ADR) (YOKU) is hitting new highs, but option players are predicting a pullback

May 21, 2015 at 11:12 AM
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Chinese Internet concern Youku Tudou Inc (ADR) (NYSE:YOKU) is crushing it today. The stock is among the top percentage gainers on the Big Board, after the firm reported a 47% jump in first-quarter revenue and scored a subsequent price-target boost to $26 from $20 from Brean Capital. What's more, the brokerage firm waxed optimistic on "the growth momentum of the company, as YOKU continues to transform its business model." On the flip side, however, option traders are rolling the dice on a short-term pullback.

YOKU options are flying off the shelves at five times the average intraday clip. Most popular is the June 27 put -- now near the money, with YOKU up 11.8% at $25.73, and just off an annual high of $27.40. Data from the International Securities Exchange (ISE) confirms that a healthy portion of the front-month puts are being bought to open at a volume-weighted average price (VWAP) of $2.09. 

The puts will be profitable for the buyers if YOKU retreats beneath $24.91 (strike minus VWAP) by the close on Friday, June 19, when the options expire. In light of YOKU's surge, delta on the put has diminished to negative 0.58 from negative 0.74 at yesterday's close, implying a roughly 2-in-5 shot of expiring in the money.

Today's preference for short-term puts is par for the course for YOKU, though. The equity's Schaeffer's put/call open interest ratio (SOIR) sits at an annual peak of 1.81, indicating that near-term speculators haven't been more put-biased during the past year. 

Echoing that, a few short sellers could be feeling the heat today. Short interest skyrocketed nearly 47% during the past two reporting periods, and now represents almost six sessions' worth of pent-up buying demand, at YOKU's average pace of trading. 

Technically speaking, today's jump has Youku Tudou Inc (NYSE:YOKU) sitting on a year-to-date gain of more than 44%. What's more, the security is on pace to end the month north of its 10- and 20-month moving averages for the first time since March 2014. An unwinding of skepticism in the options pits, or a short-covering situation, could propel YOKU even higher.

 
 

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