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The Chances of a GoPro Inc (GPRO) Bounceback

GoPro Inc (GPRO) is down today, but could be set for future gains

Aug 12, 2015 at 2:00 PM
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GoPro Inc (NASDAQ:GPRO) puts are in high demand this afternoon, with China once again weighing on the broader market -- and tech stocks, in particular. In fact, the camera maker's puts are crossing at nearly twice the usual afternoon rate.

Most active is GPRO's in-the-money October 65 put, which may be seeing buy-to-open activity. If this is indeed the work of buyers, breakeven on the transaction is $53.74, or the strike less the volume-weighted average price of $11.26. In other words, these traders anticipate GPRO will breach $53.74 by the close on Friday, Oct. 16, when the options expire.

From a wider vantage point, however, long calls have been the options of choice at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, GPRO's 10-day call/put volume ratio of 2.09 indicates calls have been initiated at more than double the rate of puts. What's more, this ratio ranks in the 65th percentile of its annual range.

Not everyone's bullish toward GPRO, though. While short interest has declined in recent reporting periods, over 15% of its float remains shorted, suggesting there's still some sideline cash available to help fuel future gains.

As alluded to earlier, GoPro Inc (NASDAQ:GPRO) has hit a rough patch today, down 5.2% at $56.03. Longer term, though, it's a different story. Since touching an annual low of $37.13 on March 10, the stock has surged 51%. Should GPRO bounce from its 80-day moving average -- as it did about one month ago -- short sellers could be forced to the exits.
 

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