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Option Bulls Rally Around Regulus Therapeutics Inc (RGLS)

RGLS call volume is set to hit an annual high, as the stock rallies on upbeat drug data

Feb 17, 2016 at 1:20 PM
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Regulus Therapeutics Inc (NASDAQ:RGLS) is just one of many biotech stocks making waves today. The stock is up 15% at $7.22, as traders celebrate upbeat data on its hepatitis C treatment. What's more, RGLS call volume is set to hit an annual high, as option traders place bullish bets at a rapid-fire rate.

RGLS stock volume has already surpassed its Sept. 18 annual high of 3.91 million shares, with more than 7.3 million shares exchanged today. Meanwhile, more than 2,200 RGLS calls have changed hands thus far -- 17 times the average intraday clip, and set to take out the Aug. 5 high of roughly 2,800 calls traded.

Most of the action has transpired at the February 7.50 call, which has generated apparent buy-to-open action. By purchasing the calls to open, the buyers expect RGLS to extend today's rally and muscle north of $7.50 through Friday's close, when front-month options expire. RGLS peaked at $8.85 earlier today.

However, today's appetite for long calls merely echoes the trend seen on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). The stock's 50-day call/put volume ratio sits at an annual high of 20.36, indicating a healthier-than-usual appetite for call buying of late.

It's worth noting, though, that short interest on RGLS represents almost one-quarter of the stock's total available float. At the equity's average daily trading volume, it would take close to three weeks to buy back these bearish bets. As such, it's possible that some of the recent call buying -- particularly at out-of-the-money strikes -- could be attributable to short sellers seeking a hedge.

Looking at Regulus Therapeutics Inc's (NASDAQ:RGLS) recent performance on the charts, it's no wonder shorts were piling on. The stock has been stair-stepping lower since March 2015, and touched a two-year low of $5.14 just last week. Even with today's pop, RGLS remains more than 17% lower year-to-date.


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