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GoPro, Inc. (GPRO) Bears Come Out of Hiding

Traders are frowning at GoPro Inc's (NASDAQ:GPRO) presentation at the Piper Jaffray Consumer Conference

Jun 10, 2015 at 10:43 AM
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GoPro Inc (NASDAQ:GPRO) is taking a fall this morning, after the company released its presentation for today's Piper Jaffray Consumer Conference, and saw Citigroup lower its shipment forecasts. The shares were last seen down 2.8% at $57.05, and option traders are betting on more downside by week's end. By the numbers, puts are crossing at six times the expected intraday amount, with heavy interest being paid to the weekly 6/12 series.

Looking at GPRO's top 10 most popular strikes today, eight are from the current week's series. It looks like traders are buying to open the 53-, 53.50-, 55-, and 55.50-strike puts, in hopes of the shares breaching the out-of-the-money strikes before the options expire at the close this Friday.

It's unusual to see this bearish bias in GPRO's option pits. Information from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows 2.51 calls have been bought to open for each put during the past 10 days. Also, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.80 reveals that call open interest is greater than put open interest for options expiring in the next three months.

Traders have displayed their pessimism in other ways, though. Over 23% of GPRO's float is sold short, and would take almost a week to repurchase, at its normal daily volumes.

Today's dip goes against GoPro Inc's (NASDAQ:GPRO) recent trend on the charts. The stock has been steadily gaining ground since mid-March, thanks to continued support from its 20-day moving average. In fact, GPRO has outperformed the S&P 500 Index (SPX) by more than 49 percentage points in the past three months. If the security can resume this uptrend, there's certainly potential for a short-squeeze situation.

 

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