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Option Bears Busy as Alibaba Group Holding Ltd (BABA) Reverses South

Alibaba Group Holding Ltd (NYSE:BABA) has dropped into negative territory, after an initial jump

Sep 8, 2015 at 2:25 PM
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Alibaba Group Holding Ltd (NYSE:BABA) options are crossing at 1.2 times the usual intraday rate, while the stock has reversed sharply lower after charging out of the gate. Specifically, the shares were up by as much as 4.5% this morning, but were last seen 3% lower at $62.01, after the China-based e-tailer said the country's slowdown could weigh on its September gross merchandise volume (GMV) and margins.

Digging deeper on the options front, BABA's weekly 9/11 65-strike put is in the top position, and it appears traders are initiating long positions. Based on the volume-weighted average price (VWAP) of $1.52, these buyers anticipate the stock will keep moving south of breakeven at $63.48 (strike less VWAP) by Friday's close, when the series expires.

BABA shares have made a habit out of losing value. In fact, they're down roughly 48% since striking a record high of $120 in mid-November, and have seen recent breakout attempts capped at their descending 10-day moving average. Today, in fact, the stock is on pace for a record closing low.

As such, traders have been upping the bearish ante. During the last 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), BABA has racked up a put/call volume ratio of 1.29 -- with long puts outstripping calls.

On the other hand, the brokerage crowd has kept the faith. Specifically, 21 of 24 analysts following Alibaba Group Holding Ltd (NYSE:BABA) maintain a "buy" or better opinion, with not a single "sell" recommendation to be found.
 

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