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Call Buyers Undeterred as Ferrari NV (RACE) Crashes on Earnings

Ferrari NV (RACE) panned a record low earlier, but option bulls remain upbeat

Feb 2, 2016 at 2:49 PM
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Ferrari NV (NYSE:RACE) raced to a record low of $34.03 earlier, and was last seen down 13.8% at $34.43, following the automaker's lackluster earnings and tepid full-year guidance. In fact, the stock landed on the short-sale restricted list just before noon. Amid this technical chaos, the stock's option volume has shot through the roof.

Diving right in, RACE calls are running at triple the average intraday rate, with buy-to-open activity detected at the February 34.50 and March 35 strikes. In other words, these buyers believe the shares will rebound and finish atop the strikes at the respective expiration dates -- at the close on Friday, Feb. 19, and Friday, March 18.

No matter what happens, the most these traders can lose is the initial premium paid. However, it's worth noting that premium on short-term RACE options is relatively inflated right now, based on the stock's Schaeffer's Volatility Index (SVI) of 48% -- which ranks near the top quartile of its annual range.

Bullish betting is nothing new for Ferrari NV (NYSE:RACE). During the past 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), 10.88 calls have been bought to open for each put. However, short interest nearly doubled during the last reporting period, so a portion of these positions may have been initiated by short sellers seeking a hedge.

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