GoPro Inc (GPRO) Stock, Option Volume Soar on Bullish Note

GoPro Inc (GPRO) is flying high, thanks to upbeat remarks from J.P. Morgan Securities

Jan 5, 2016 at 11:01 AM
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GoPro Inc (NASDAQ:GPRO) is defying the broad-market headwinds, up over 4% at $19.44 following positive comments from a J.P. Morgan Securities analyst. Specifically, the brokerage note said, "We think GoPro Hero 4 Black and Silver models have sold through well during the holiday season based on our channel checks, which suggests Q4 results may come in better than initially feared." Amid this bullish price action, activity in GPRO's options pits is ramping up.

By the numbers, 26,000 contracts have changed hands so far, nearly doubling the expected intraday amount. The weekly 1/8 20 strike is the most popular option by a mile, with nearly 10,000 contracts traded. Digging deeper, the largest single trade involved a block of 1,745 weekly 1/8 20-strike GPRO puts, which looks like it was bought to open in the hopes of a reversal lower by week's end, when the series expires. Similarly, other traders may be selling to open weekly 1/8 20-strike calls, expecting the round level to act as short-term resistance.

Taking a step back, call buying has been the dominant strategy among GPRO speculators. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has amassed a 10-day call/put volume ratio of 3.27, with calls more than tripling puts. What's more, this ratio outstrips 96% of comparable readings from the prior year.

Of course, that doesn't mean these call buyers are bullish. With half of GPRO's float sold short, it's possible short sellers could be purchasing calls to hedge against an unforeseen rally, like the one occurring today.

Potentially supporting this theory is GoPro Inc's (NASDAQ:GPRO) long-term performance on the charts, which has been nothing short of disastrous. Since its most recent high of $65.49 on Aug. 10, the stock has surrendered 70% of its value. However, it's worth noting that the shares are on track to close above their 30-day moving average for the first time in over four months.
 

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