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Pandora Media Inc (P) Option Bears Aren't Buying Sony Deal

Pandora Media Inc (NYSE:P) is rallying on a deal with Sony, but option traders don't seem to care

Nov 5, 2015 at 11:49 AM
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For the first time since Oct. 6, Pandora Media Inc (NYSE:P) is set to close above its 10-day moving average. The shares have gained 5.9% to trade at $12.48, as shareholders applaud the company's latest move on the fundamental front, this time partnering with Sony Corp (ADR) (NYSE:SNE) on a licensing agreement. The 10-day trendline helped lift the shares to annual-high territory back in late September, but it doesn't appear option traders are expecting history to repeat. 

Today's option data shows that puts are crossing at seven times the average intraday rate. Among the most popular is the weekly 11/6 13-strike put, and it seems as though traders are buying the contracts to open. As such, they're betting on a downside move from P by week's end, when the contracts expire. 

This activity is unusual for P option traders. Over the past two weeks at the 

International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), nearly four calls have been bought to open for every put. This call bias is reinforced by the equity's Schaeffer's put/call open interest ratio (SOIR) of 0.48. Not only does this reading suggest call open interest doubles put open interest among contracts expiring within three months, but it sits just 2 percentage points from an annual call-skewed high.

Even though option traders appear optimistic about P's prospects, others on the Street aren't so sure. For one, short interest accounts for over 13% of the equity's float -- or nearly a week's worth of buying power, going by average daily volumes. 

Then there are analysts, who apparently don't have high expectations for P. There are 25 brokerage firms with coverage on the stock, and 12 of them say it's a "hold" or worse. If short sellers begin to cover amid Pandora Media Inc's (NYSE:P) surge, or if analysts change their positions, the stock could be in for additional gains. 

 

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