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How Option Traders Are Playing the Apple Inc. (AAPL) Event

Apple Inc. (AAPL) puts have been hot ahead of the Sept. 9 reveal

Sep 8, 2015 at 2:18 PM
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It might be a holiday-shortened week, but it's a biggie for Apple Inc. (NASDAQ:AAPL). However, ahead of the company's much-buzzed-about event tomorrow, AAPL option players have been placing seemingly bearish bets at an annual-high clip.

On the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio sits at 0.79 -- above all other readings from the past year. In other words, option buyers haven't picked up AAPL puts over calls at a faster rate in the last 52 weeks. 

The equity's October 90 put has been the most active during the past 10 sessions, with nearly 240,000 contracts traded. Of the nearly 39,000 contracts opened since early June, roughly 80% were bought. By purchasing the puts to open, the buyers either expect AAPL to breach $90 -- which would mark a new annual low -- by expiration on Friday, Oct. 16, or they're looking to protect their AAPL shares, should the stock take a turn for the worse. 

Meanwhile, the stock's deep out-of-the-money October 60 put has seen the biggest jump in open interest over the last two weeks. However, most of those options were sold to open. By writing the puts to open, the sellers expect AAPL to remain north of $60 -- the stock is currently trading around $111.10 -- through the close on Friday, Oct. 16. In this instance, the puts will expire worthless, allowing the trader to pocket the initial premium paid, which represents the maximum potential reward. 

Today, option players are extremely short-sighted. Nine of the top 10 options expire at Friday's close, with calls the options of choice. It looks like pre-event bulls are buying to open the weekly 9/11 112- and 115-strike calls, which will move into the money if AAPL topples the strikes by the end of the week.

On the charts, Apple Inc. (NASDAQ:AAPL) was last seen 1.7% higher, as traders weigh speculation ahead of tomorrow's event, as well as reports the company is making strides in the artificial intelligence realm (and apparently in the exclusive content realm, as we reported last week).  The equity hit a new annual low of $92 on "Black Monday" -- Aug. 24 -- but found a foothold atop its 20-month moving average.

 

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