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Options Volume Pops on 2 Buzzing Biotechs

Arrowhead Research Corp (NASDAQ:ARWR) and Clovis Oncology Inc (NASDAQ:CLVS) are heading in different directions on drug-related developments

Nov 16, 2015 at 12:35 PM
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Biotechs have been known to make outsized moves, and today is just more of the same for the sector. Two names of note are Arrowhead Research Corp (NASDAQ:ARWR) and Clovis Oncology Inc (NASDAQ:CLVS). Below, we'll take a look at the news surrounding these stocks, and how option traders are responding. 

ARWR jumped as much as 8.1% this morning, but has since pared its gains, last seen even up 2.5% at $5.82. Traders are responding to more positive results from the company's hepatitis B drug candidate, ARC-520. The shares were in need of some good news, as they've trailed the S&P 500 Index (SPX) by more than 25 percentage points during the past two months. 

In the option pits, the equity's calls are crossing at three times the pace expected for this point in the day, with more than 1,000 contracts on the tape versus just 15 puts. This preference for calls isn't unusual, though. During the past 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has accumulated a call/put volume ratio of 24.20 -- higher than four-fifths of all readings from the past year. In short, call buying has been much more popular than normal.

However, short interest is elevated on Arrowhead Research Corp (NASDAQ:ARWR), so some of this call buying could have been the work of bears picking up insurance. Specifically, over 24% of ARWR's float is sold short, accounting for nearly 12 days of buying power, at average daily volumes. 

Unlike one sector peer, a Food and Drug Administration (FDA) ruling is crushing CLVS. The stock is down 69.9% at $29.89, and earlier hit a two-year low of $26.05, after the agency requested more data for the company's lead drug candidate, rociletinib, which will likely delay an approval. The shares are now set to close below their 10-month moving average for the first time since November 2014.

With CLVS short-sale restricted, traders are making their way to the option pits. Interestingly, though, it's calls that are leading the way, trading at 61 times the normal intraday pace. Don't let it fool you, though -- bears are still active. The most popular option is the January 2016 40-strike call, which appears to be seeing sell-to-open activity, as traders bet on the $40 level acting as a ceiling through January expiration. 

Looking back, CLVS' 50-day ISE/CBOE/PHLX call/put volume ratio of 3.58 is only 10 percentage points from an annual high. But like ARWR, this could be from Clovis Oncology Inc (NASDAQ:CLVS) shorts buying protection, as short interest represents more than six days' worth of trading, at normal daily volumes. 
 

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