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Option Bulls Count On a Recovery for MakeMyTrip Limited (MMYT)

MakeMyTrip Limited (MMYT) is having its worst day in over four years

Jul 30, 2015 at 3:13 PM
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MakeMyTrip Limited (NASDAQ:MMYT) is staring at its worst session in more than four years, down 18.3% at $15.81. Earlier, the online travel stock landed on the short-sale restricted list, and also touched an annual low of $15. However, that hasn't stopped option traders from betting on a bounce.

At last check, MMYT calls are crossing at nine times the usual afternoon rate. Looking more closely, buy-to-open activity is transpiring at the in-the-money August 15 strike. Based on the volume-weighted average price (VWAP) of $1.26, these speculators anticipate the stock will muscle back atop breakeven at $16.26 (strike plus VWAP) by the close on Friday, Aug. 21, when front-month options expire.

Today's preference for long calls represents a break from the norm. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), MMYT's 50-day put/call volume ratio rests at an annual peak of 1.85 -- with long puts nearly doubling calls. Likewise, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.86 registers in the 94th percentile of its 12-month range, suggesting a stronger-than-usual preference for short-term puts over calls.

Option bears are probably happy with MakeMyTrip Limited's (NASDAQ:MMYT) collapse, which was sparked by an earnings miss. Looking back, this makes three consecutive quarterly reports that have sent the equity sharply lower in the ensuing session. In May, MMYT suffered a 13.6% single-day post-earnings loss, and in January, it tumbled 9.6%.
 

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