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Call Buying Heats Up on JetBlue Airways Corporation (JBLU)

Call buying on JetBlue Airways Corporation (JBLU) is approaching annual-high levels as oil prices slide

Apr 1, 2016 at 3:08 PM
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Deutsche Bank took a swing at several airline stocks this morning, sending their shares falling, and setting the option pits on fire. JetBlue Airways Corporation (NASDAQ:JBLU) received some of the mildest treatment from the brokerage with a price-target cut to $31 from $32 -- with the downwardly revised target just shy of the stock's 2003 all-time high. But with oil prices plunging today, JBLU is shaking off the bearish note, up 0.4% at $21.22. And in the option pits, call buying is heating up.

JBLU options are changing hands at twice the expected intraday pace today, with about 11,000 calls traded, compared to just 376 puts. In fact, today's put/call volume ratio of 0.03 is lower than 99% of readings in the past year.

The most active option today is the April 22 call, where 7,782 contracts have crossed the tape. And it appears a good amount of that action has been of the buy-to-open variety -- meaning buyers of the call are targeting a continued move higher by JBLU through April 15, when the front-month series expires.

But this heavy preference for call buying has been a trend building in JBLU's option pits in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day call/put volume ratio of 15.69 is in the 95th percentile of its annual range. But that ratio bottomed out at 0.36 less than a month ago, meaning the preference for bullish options over bearish has ramped up quickly.

From a technical standpoint, JBLU has been slowly regaining ground since lowering its quarterly revenue guidance in early March. And rumors that the company may be considering the purchase of competitor Virgin America Inc (NASDAQ:VA) seem to have traders excited. Still, with the shares pinned below resistance from their 80-day moving average, JetBlue Airways Corporation (NASDAQ:JBLU) hasn't attracted much optimism from the brokerage crowd -- at present, exactly half of the analysts providing coverage rate the stock a tepid "hold."

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