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Option Players Swarm Facebook Inc (FB)

Facebook Inc's (NASDAQ:FB) stumble could find some options-related relief

Aug 20, 2015 at 2:30 PM
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Despite a global stock sell-off, call players are swarming Facebook Inc's (NASDAQ:FB) options pits today, with the contracts trading at 1.4 times what's typically seen -- and outpacing puts by a more than 2-to-1 margin. In fact, each of FB's 10 most active options are of the call variety, and half those reside in the front-month series.

Receiving notable attention is FB's August 94 call, where there appears to be a mix of buy- and sell-to-open activity occurring. For those purchasing new positions, the goal is for FB to rally back above the strike by tomorrow's close, when the options expire. Call writers, meanwhile, are expecting this level to serve as a short-term ceiling through week's end.

Widening the sentiment scope reveals it's been put players who have been active in FB's options arena of late. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day put/call volume ratio of 0.54 ranks in the 81st annual percentile. Simply stated, puts have been bought to open over calls at a faster-than-usual clip.

Drilling down on the front-month series, peak put open interest of 32,796 contracts is found at the August 85 strike. Considering these options are so far out of the money, a portion of the activity could be a result of shareholders initiating protective puts to guard against any unexpected losses.

Meanwhile, looking at options that sit a little closer to FB's current price reveals a hefty accumulation of put open interest at the underfoot 90.50 and 91 strikes (12,047 contracts, to be exact). This region could serve as a near-term foothold for the stock, as the hedges related to these bets unwind ahead of tomorrow's expiration.

On the charts, the stock has been a technical standout -- boasting a 17.2% year-to-date lead. What's more, the shares hit a record high of $99.24 as recently as July 21. Nevertheless, Facebook Inc (NASDAQ:FB) is not exempt from today's broad-market bloodshed, and was last seen down 4.2% at $91.29.
 

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