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Option Bulls Swarm White-Hot Achillion Pharmaceuticals, Inc. (ACHN)

Achillion Pharmaceuticals, Inc. (NASDAQ:ACHN) is benefiting from sector tailwinds and hedge fund investments

Aug 17, 2015 at 3:03 PM
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Achillion Pharmaceuticals, Inc. (NASDAQ:ACHN) is blowing up this afternoon, boosted by sector tailwinds. Also, a number of major hedge funds -- including Baker Brothers and Point72 Asset Management -- said in filings last Friday that they upped their stakes in the biotech. At last check, the stock had added 17.1% to trade at $8.68, and was garnering attention from call buyers.

Diving right in, ACHN calls are crossing at quadruple the usual intraday rate, and seven times the pace of puts. It appears long-term bulls are buying to open positions at the January 2016 8-strike call, hoping the stock will extend its lead north of $8 over the next five-plus months. Positions are also being initiated at the August 8 call -- ACHN's most active strike -- though it's unclear whether they're being bought or sold.

Taking a step back, call buying has been popular on the equity. During the last 10 days across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), ACHN has racked up a call/put volume ratio of 16.33 -- just 15 percentage points from a 52-week peak.

However, these call buyers -- especially those targeting out-of-the-money strikes -- may actually be short sellers in disguise. After all, Achillion Pharmaceuticals, Inc. (NASDAQ:ACHN) is sitting on a 29% year-to-date deficit, and over 26% of its float is sold short -- nearly 12 times the stock's average daily trading pace.
 
 

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