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ACADIA Pharma Momentum Builds Ahead of FDA Meeting

ACADIA Pharmaceuticals Inc. (NASDAQ:ACAD) is higher ahead of this month's key FDA committee meeting

Mar 2, 2016 at 1:09 PM
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It looks like bullish options traders are getting behind biotech ACADIA Pharmaceuticals Inc. (NASDAQ:ACAD) ahead of a key Food and Drug Administration (FDA) meeting later this month. Specifically, the Psychopharmacologic Drugs Advisory Committee will meet on Tuesday, March 29, to discuss ACAD's application for its Parkinson's-related psychosis treatment. Shares of ACAD have added over 16% in the past two days, and were last seen at $19.97. 

This excitement has spilled over into the options pits, where call volume is running at twice the average intraday clip. Furthermore, ACAD's 30-day at-the-money (ATM) implied volatility has to surged to 128.5%, putting it in the 100th percentile of its annual range. Suffice it to say, there's intense demand for ACAD's short-term options. 

Looking back -- and amid relatively low volume -- call buying has been popular on the drugmaker. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), ACAD sports a 10-day call/put volume ratio of 11.76, which ranks above 85% of readings from the past year. To put it differently, almost 12 long calls have been initiated for every long put during the past two weeks. 

However, this call-buying trend is complicated by ACAD's elevated short interest levels. For instance, short interest represents almost 20% of the biotech stock's float. At average daily volumes, it'd take bears over six sessions to buy back their bets. With this being the case, ACAD shorts may be hedging their positions with call options

ACADIA Pharmaceuticals Inc. (NASDAQ:ACAD) has actually struggled on a long-term technical basis. The shares have dropped over 64% since they hit an all-time high of $55.99 in July, and touched an annual low of $16.64 on Feb. 9.

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