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Sunedison Inc (SUNE) Bounce Brings Out Option Bulls

Call buyers are targeting Sunedison Inc (SUNE), as the stock attempts to recover from recent losses

Nov 13, 2015 at 2:40 PM
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Sunedison Inc (NYSE:SUNE) has been the equivalent of a technical punching bag in recent weeks, and is on the short-sale restricted list for the fourth consecutive session. However, the stock is taking a sharp bounce today, up 9% at $4.96. As a result, bullish traders are flooding the equity's options pits.

At last check, SUNE calls are crossing at 1.6 times the usual afternoon rate. Most active by far is the January 2016 7 strike, where more than 12,000 contracts have changed hands. It appears traders are buying to open these calls, betting on the shares to take out $7 by January expiration. If that fails to happen, the most the buyers stand to lose is the initial premium paid.

This type of activity is business as usual for SUNE. During the past 50 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 2.73 calls for every put. The corresponding call/put volume ratio ranks just 13 percentage points from a 52-week high. Echoing this, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.46 registers in the low 31st percentile of its annual range.

Not necessarily all of this is bullish speculation, though. With 33% of SUNE's float sold short, there are plenty of short sellers who may be seeking to hedge their bearish bets with calls.

Turning once more to the charts, in spite of today's jump, Sunedison Inc (NYSE:SUNE) remains on track for a weekly loss of nearly 35%. In fact, this bounce may have been in the cards, given that the stock's 14-day Relative Strength Index (RSI) of 25 sits in oversold territory.
 

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