Schaeffer's 43rd Anniversary Stock Picks in 2024

Most Active Weekly Options: Twitter Inc and GoPro Inc

Weekly options traders have been flocking to Twitter Inc (TWTR) and GoPro Inc (GPRO)

Jul 23, 2015 at 11:01 AM
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The 20 stocks listed in the table below have attracted the highest total weekly options volume during the past 10 trading days. Names highlighted are new to the list since the last time the study was run, and data is courtesy of Schaeffer's Senior Quantitative Analyst Rocky White. Two names of notable interest are microblogging site Twitter Inc (NYSE:TWTR) and wearable camera maker GoPro Inc (NASDAQ:GPRO).

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Weekly strikes have been popular on TWTR in recent sessions, and it's no different today. In fact, the weekly 7/24 series accounts for seven of the stock's 10 most active options. This morning, potential buy-to-open activity is transpiring at the weekly 7/24 36-, 36.50-, and 37-strike calls, as speculators wager on end-of-week gains.

Taking a step back, TWTR calls have been popular on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). During the last two weeks, traders have bought to open 3.24 calls for every put across this trio of options, and the corresponding call/put volume ratio ranks in the 83rd annual percentile.

Technically speaking, Twitter Inc is 1.5% higher today at $36.62, taking a bounce off of its 50-day moving average -- despite a price-target cut to $47 from $55 at Brean Capital. Looking ahead, TWTR will report earnings after the close next Tuesday. In the session following the company's last six turns in the confessional, the stock has moved an average of 14.6% in either direction. This time around, the options market is pricing in a 12.4% swing, based on near-term at-the-money straddle data.

Meanwhile, GPRO has shot up 4.1% to trade at $64.22. This is good news for shareholders, who watched the stock's earnings-induced momentum succumb to broad-market headwinds yesterday, to end on a slight loss. Longer term, the equity has soared 73% since hitting an annual low of $37.13 on March 10.

Positive momentum has been building in GPRO's options pits, as well, where the stock's 10-day ISE/CBOE/PHLX call/put volume ratio of 2.50 checks in above 85% of comparable readings from the past year. Today, calls are running at five times the average intraday clip, and more than twice the rate of puts.

Not everyone's on GoPro Inc's bullish bandwagon, though. Short interest rose 12.6% during the latest reporting period, and makes up close to 18% of the stock's total float. An unwinding of these bearish bets could add fuel to GPRO's fire.
 

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