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Last-Minute Traders Divided as Facebook Inc (FB) Falls

Facebook Inc (FB) options traders are buying and selling to open weekly 4/8 112-strike calls

Apr 8, 2016 at 2:20 PM
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Facebook Inc (NASDAQ:FB) is inexplicably tanking this afternoon, down 3.1% at $110.13 -- despite CNBC's Jim Cramer remarking "it's entirely possible" the social media firm could earn $6 per share in 2018. As the stock descends, it's dragging the Nasdaq down with it. Meanwhile, options traders have set their sights on FB, with intraday volume more than doubling the usual rate.

Examining the numbers more closely, 310,000 calls are on the tape versus 192,000 puts. The weekly 4/8 112-strike call -- which is now out of the money -- is the most active FB option. Based on data from the International Securities Exchange (ISE), traders are both buying and selling to open positions. For buyers, the goal is for FB to rebound above $112 by tonight's close, when the weekly series expires, whereas the sellers are counting on that level to contain any upside moves over the next couple hours.

Selling to open call options isn't anything new for FB. As recently as Wednesday, traders at the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) sold to open 11,710 calls -- outstripping the 9,047 that were bought to open. Looking more closely, it appears one trader sold to open a block of 10,000 April 117 calls, as part of a bullish ratio spread.

When it comes to FB calls versus puts, calls definitely have the advantage among short-term options traders. The stock's Schaeffer's put/call open interest ratio (SOIR) registers at 0.59, with calls nearly doubling puts among options with a shelf-life of no more than three months. What's more, this ratio sits below 71% of all others from the past year.

Technically, today's Facebook Inc (NASDAQ:FB) dip is an aberration. The social media stock has rocketed 34% higher year-over-year. As it currently stands, FB is hovering just above a potential layer of support in the form of its 40-day moving average.

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