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Ambarella Inc (AMBA) Bears Have GoPro to Thank

GoPro Inc's (NASDAQ:GPRO) earnings miss has Ambarella Inc (NASDAQ:AMBA) sinking

Oct 29, 2015 at 11:10 AM
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As is often the case, GoPro Inc's (NASDAQ:GPRO) struggles are now Ambarella Inc's (NASDAQ:AMBA), after the former company's earnings debacle. Now, AMBA -- which is a GPRO chip supplier -- is off 7.1% at $52.50. For one group of traders, this price action couldn't have come at a better time.

Looking at the data, AMBA option volume is running at four times the average mid-morning pace. However, it appears much of this activity has gone down at the weekly 10/30 53-strike put, where traders are selling to close their now in-the-money positions, according to the International Securities Exchange (ISE). In other words, bears are cashing in on the stock's drop, just ahead of the contract's expiration at tomorrow's close.

Speaking more broadly, data from the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) confirms a recent affinity for put buying. AMBA's 10-day put/call volume ratio across these exchanges has increased to 0.96 from 0.62 over the past two weeks. Even more striking, the current reading sits higher than four-fifths of comparable ratios from the past 12 months. In short, traders have been buying to open puts over calls at a faster-than-normal pace recently. 

This isn't the only area in which skepticism has ramped up. Short interest on the stock surged close to 16% over the two most recent reporting periods. Short sellers now control over 44% of AMBA's float -- or 6.8 days' worth of buying power, at typical trading volumes. 

If all that wasn't enough, analysts have been dampening their expectations, too. Just this morning, Canaccord Genuity lowered its price target to $100 from $105. This falls roughly in line with the Street's general opinion, as AMBA's consensus 12-month price target comes in at $98.30 -- an 87% premium to current levels. In other words, there's more room available for future price-target reductions.

While this is some serious bearish attention, Ambarella Inc (NASDAQ:AMBA) has earned it. The shares have been in free-fall since their all-time high of $129.19 in late July. As October comes to an end, AMBA is set to close below its 20-month trendline for the first time ever. 
 

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