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Traders Take Notice as VMware, Inc. (VWM) Tests Lows

VMware, Inc. (VMW) is sinking on a combination of catalysts, including the sale of parent company EMC Corporation (EMC)

Oct 12, 2015 at 11:48 AM
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VMware, Inc. (NYSE:VMW) is getting hammered at midday, following the sale of parent company EMC Corporation (NYSE:EMC), a poorly received third-quarter earnings preview, and another bearish note from Mizuho -- which slashed its rating to "neutral" from "buy," and its price target to $75 from $95. At last check, VMW is down 11.1% at $69.93, fresh off a two-year low of $69.75, and on the short-sale restricted list. Not surprisingly, options volume has skyrocketed, as traders seek alternative avenues for placing bearish bets.

By the numbers, roughly 3,800 puts are on the tape -- eight times what's expected at this point in the day. Among the most active strikes is the November 70 put, where traders are likely purchasing new positions in the hopes the stock will explore even lower lows by November expiration.

This negative outlook represents a break from the prevailing trend seen on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). VMW's 50-day call/put volume ratio across those exchanges is 4.99 -- with long calls quintupling puts. More significant yet, this ratio sits just 3 percentage points shy of a 12-month peak.

Option interest is also tilted in the direction of calls over puts among options set to expire in the next three months. This is substantiated by VMW's Schaeffer's put/call open interest ratio (SOIR) of 0.62, which rests below 95% of comparable readings from the prior year. From a contrarian perspective, an unwinding of this optimism amid VMware, Inc.'s (NYSE:VMW) persistent underperformance could result in additional headwinds.
 

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