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Tesla Motors Inc (TSLA) Options on Fire Amid Model 3 Momentum

Tesla Motors Inc (TSLA) Model 3 reservations have hit 325,000, bringing out more options traders

Apr 7, 2016 at 12:06 PM
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Tesla Motors Inc (NASDAQ:TSLA) options have been flying off the shelves lately, and that trend is continuing today -- with options trading at twice the expected intraday rate, and in the 100th percentile of their annual range. In fact, total open interest on TSLA sits at the top of its annual range, as well, at nearly 683,000 contracts.

Digging deeper, the stock's 30-day at-the-money implied volatility is up 5.5% at 58.6% -- in the 92nd annual percentile, hinting at greater-than-usual demand for short-term strikes. Among the most active TSLA options today are the weekly 4/8 265-strike call and 260-strike put, where buy-to-open activity is likely transpiring. For call buyers, the goal is for the shares to rally above $265 by the option's expiration at week's end. By contrast, the put buyers are aiming for extended losses south of $260 through tomorrow's close.

As described earlier, TSLA options have been popular of late. This is especially true of calls, based on data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). TSLA's 10-day call/put volume ratio across those exchanges is 1.21, near the top quartile of its annual range.

Not everyone's bullish toward shares of the electric automaker. Despite declining 5.3% during the latest reporting period, short interest represents 31.7% of TSLA's float. At the stock's average trading volume, it would take roughly seven sessions to cover these bets. Given these high short interest levels, it's possible recent call buyers may be short sellers hedging against extended gains for the stock.

After all, Tesla Motors Inc (NASDAQ:TSLA) has been on fire, for the most part, since its two-year low of $141.05 in early February. Although the shares are off 2.5% today at $258.82, they've advanced 83.5% since bottoming out. Part of the excitement revolving around TSLA has to do with its recent Model 3 reveal. The car has now received more than 325,000 reservations -- translating into roughly $14 billion in future sales.

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