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New High Sparks Frenzy in Amazon.com, Inc. (AMZN) Options Pits

Amazon.com, Inc. (AMZN) touched a record high earlier, and option traders have responded in force

Dec 29, 2015 at 10:58 AM
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Sparked by surging e-tail sales, Amazon.com, Inc. (NASDAQ:AMZN) has had quite the holiday season. This morning, in fact, the stock hit a record high of $689.75, and was last seen on a 1.8% gain at $687.56. Option traders are responding, too, with intraday volume at double the usual rate.

The weekly 12/31 series is especially popular, and accounts for nine of the 10 most active strikes. Digging even deeper, buy-to-open activity is detected at both the weekly 12/31 680-strike call and put. The call buyers expect AMZN to continue edging higher through Thursday's close -- when the series expires -- while the put buyers hope the shares reverse lower and breach $680 by expiration.

Taking a step back, the sentiment landscape on Wall Street is quite mixed. Option traders, on the one hand, have preferred long puts over calls -- though some put buyers (especially those targeting out-of-the-money strikes) may be shareholders hedging against an unforeseen pullback. Specifically, at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), AMZN has racked up a 20-day put/call volume ratio of 1.05. For comparison's sake, this ratio ended November at 0.83, with traders favoring long calls.

Short-term speculators have also displayed a strong preference for puts. AMZN's Schaeffer's put/call open interest ratio (SOIR) comes in at 1.29 -- in the 71st percentile of its annual range.

On the other side of the aisle are analysts. Among the 30 brokerages tracking the shares, 25 have handed out a "buy" or better rating, with not a single "sell" recommendation in sight. Elsewhere, short interest plunged 27.4% during the last two reporting periods, and now accounts for just 1.3% of AMZN's float.

Such bullish enthusiasm is understandable, considering Amazon.com, Inc.'s (NASDAQ:AMZN) technical tenacity. In 2015, the shares have more than doubled in value, and on a relative-strength basis, they've outperformed the broader S&P 500 Index (SPX) by more than 20 percentage points during the past three months.
 

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