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Market Woes Bring Out BlackBerry Ltd (BBRY) Bears

Weekly put buyers hope BlackBerry Ltd (BBRY) gives up more ground by tomorrow's close

Jan 7, 2016 at 11:15 AM
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BlackBerry Ltd (NASDAQ:BBRY) is getting swept up in the broad-market pessimism, down about 2.7% at $8.50. Accordingly, put volume has spiked to double what's expected at this point in the day -- with nearly 8,000 contracts on the tape.

Digging deeper, BBRY's most active option is the weekly 1/8 8.50-strike put, with buy-to-open activity detected. The volume-weighted average price (VWAP) on the now at-the-money strike is $0.15, meaning the buyers anticipate the stock will slide south of $8.35 breakeven (strike less VWAP) by tomorrow's close, when the weekly series expires.

Taking a step back, option traders have been much more bullishly inclined in the past two weeks. BBRY's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) comes in at 10.83, with nearly 11 calls bought to open for each put in the past 10 sessions. What's more, this ratio ranks just 2 percentage points from a 12-month peak.

Not everyone's a BBRY fan, though. For instance, at the stock's average daily volume, it would take over two weeks to buy back the roughly 78 million shorted shares. On top of that, 14 of 17 covering analysts have handed out a "hold" or worse recommendation.

Technically speaking, BlackBerry Ltd (NASDAQ:BBRY) has been on a hot streak since bottoming out in late September, today notwithstanding. Specifically, the shares have advanced over 41%, ushered higher by their 30- and 80-day moving averages. If the stock can bounce from the former trendline and resume its longer-term uptrend, an unwinding of negativity could lead to tailwinds.
 

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