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Alphabet Inc (GOOGL) Can't Shake Option Bears

Alphabet Inc (NASDAQ:GOOGL) is moving higher today, but speculators are still betting against the stock ahead of earnings

Jan 28, 2016 at 3:31 PM
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Search giant Alphabet Inc (NASDAQ:GOOGL) is up 4.1% at $747.26, and poised to take out its 20-day moving average for the first time in 2016, even though European regulators will probe the company's tax settlement in the U.K. The shares are likely getting a halo lift from fellow tech name Facebook Inc (NASDAQ:FB), since both are now part of CNBC host Jim Cramer's now-famous FANG group of stocks. However, it looks like option traders are betting on limited upside momentum when GOOGL reports earnings next week.

In the option pits, GOOGL calls are crossing at 1.7 times the average midday pace, but that doesn't mean traders have a bullish outlook. Specifically, the weekly 2/5 790-strike call is the most popular option today, but data from the International Securities Exchange (ISE) indicates traders are selling to open the contracts. By doing so, they're anticipating the $790 level -- which hasn't been toppled since late 2015 -- will act as a short-term ceiling through the close on Friday, Feb. 5, when the weeklies expire. Google is scheduled to report earnings after the close on Monday, Feb. 1. 

Pessimism isn't something new in the stock's option pits. For instance, GOOGL's 10-day put/call volume ratio of 0.90 at the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) stands above 97% of all readings from the past year. In other words, put buying has been unusually popular of late

This put bias is further evidenced by the stock's Schaeffer's put/call open interest ratio (SOIR). This reading of 0.99 lands in the 77th percentile of its annual range, revealing short-term speculators to be more put-skewed than normal. 

There is no shaking the faith in the brokerage crowd, though. Ninety-four percent of analysts say Alphabet Inc (NASDAQ:GOOGL) is at least a "buy," while zero brokerage firms have issued a "sell" rating. More telling still, GOOGL's average 12-month price target of $860.69 stands at a 15.2% premium to current levels. 

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