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New Ad Feature Boosts Twitter Inc (TWTR), Fires Up Option Bulls

Twitter Inc's (NYSE:TWTR) new advertising feature has sent the social media stock sharply higher

Dec 10, 2015 at 2:27 PM
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Twitter Inc (NYSE:TWTR) is breaking out on news the microblogging site is testing a feature that will allow it to display ads to logged-out users -- a group of roughly 500 million -- potentially creating a new revenue source. At last check, the stock has advanced over 7% to trade at $26.03, and weekly option traders are responding with force.

Currently, intraday call volume on TWTR is running at more than twice the expected rate. Leading the way is the weekly 12/11 26-strike call, where it appears new positions are being purchased for a volume-weighted average price (VWAP) of $0.25. In other words, these buyers think the shares will topple breakeven at $26.25 (strike plus VWAP) by tomorrow's close, when the weekly series expires. On the other hand, if TWTR retreats and the call expires out of the money, the most the traders risk losing is the initial premium paid.

Today's preference for long calls over puts is nothing new. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculators have bought to open four times as many calls as puts over the last two weeks. The resultant 10-day call/put volume ratio of 4.22 outstrips 96% of the readings taken in the prior year.

Further reflecting this bullish bias is the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.51. Not only does this ratio indicate call open interest almost doubles put open interest among options with a shelf-life of three months or less, but it also sits at an annual low.

Based on Twitter Inc's (NYSE:TWTR) technicals, this glass-half-full approach is mystifying. Today's gains excepted, the stock has been a dud, dropping 27% on the year. That said, the shares are on track to close above both their 10- and 20-day moving averages for the first time since late October.
 

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