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Buyout Buzz Has Cyberark Software Ltd (CYBR) Option Bulls Biting

Cyberark Software Ltd (NASDAQ:CYBR) call volume has jumped to two times the average intraday pace today

Sep 23, 2015 at 3:08 PM
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Cybersecurity stocks could be in focus later this week when Chinese President Xi Jinping heads to D.C. to meet with President Barack Obama. Last week, Obama issued strong words to Beijing over recent cyberattacks, and yesterday, Jinping said a "high-level, joint-dialogue mechanism" must be established. Ahead of this anticipated event, sector component Cyberark Software Ltd (NASDAQ:CYBR) is creating its own waves -- up 3.6% at $51.84 -- amid unconfirmed rumors of potential buyout bids from International Business Machines Corp. (NYSE:IBM) and FireEye Inc (NASDAQ:FEYE).

Option traders are responding in kind, with calls crossing at two times the average intraday rate, and outpacing puts by a more than 2-to-1 margin. Speculators appear to be rolling the dice on an extended run higher in the near term, with buy-to-open activity detected at CYBR's weekly 9/25 53-strike and October 57 calls. By initiating new long calls, the goal is for the security to settle north of the strikes at the respective expiration dates.

Today's call-skewed session is par for the course in CYBR's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculators have bought to open 2.21 calls for every put over the past 10 sessions. Echoing this is CYBR's Schaeffer's put/call open interest ratio (SOIR) of 0.66, which indicates call open interest outweighs put open interest among options expiring in three months or less.

Looking back over the past 10 sessions, call buyers have focused their attention on CYBR's October 60 strike -- which has seen one of the largest increases in open interest. By buying to open the calls, speculators expect the stock to rally north of the round-number $60 mark by the close on Friday, Oct. 16 -- when front-month options expire.

Given the out-of-the-money nature of this option, this buy-to-open activity could be at the hands of short sellers protecting their bearish bets. Short interest on Cyberark Software Ltd (NASDAQ:CYBR) surged 46% during the last two reporting periods, and now accounts for almost 21% of the equity's available float.
 

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