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Short-Term Call Players Blitz Twitter Inc (TWTR)

Calls have been the options of choice among short-term Twitter Inc (NYSE:TWTR) options traders

Apr 18, 2016 at 3:03 PM
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Call players are active in Twitter Inc's (NYSE:TWTR) options pits today. By the numbers, around 52,000 call options have changed hands -- 1.2 times the average intraday pace -- versus just 15,913 put options. What's more, the resultant put/call ratio of 0.30 ranks in the 9th annual percentile.

Most active is TWTR's weekly 4/22 18-strike call, where it looks as if there is a mix of buy- and sell-to-open activity occurring. Those buying to open the weekly call options expect TWTR to rally north of $18 by Friday's close, when the series expire. Meanwhile, those writing the calls to open are betting on $18 to serve as a ceiling through week's end.

Elsewhere, it appears as if a slightly longer-term options trader is also eyeing $18, rolling the dice on a move above this level over the next five weeks. Trade-Alert suggests a multi-exchange sweep of 4,495 May 18 calls was bought to open for $575,360 (number of contracts * $1.28 premium paid * 100 shares per contract). This is also the most she stands to lose, should TWTR settle south of $18 at the close on Friday, May 20 -- when front-month options expire.

More broadly speaking, today's penchant for short-term call options just echoes the withstanding trend seen on TWTR. In fact, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.46 rests lower than 98% of all comparable readings taken in the past year.

Meanwhile, with the firm headed into the earnings confessional next Tuesday evening, it's getting a little pricey to purchase premium on TWTR's near-term options. Specifically, the stock's 30-day at-the-money implied volatility of 69.7% ranks higher than 80% of all comparable readings taken in the past year.

Technically, TWTR has taken a nosedive over the past year, down 66.4% at $17.28 -- and staring up at resistance from its 80-day moving average. If history is any guide, call buyers could be in trouble. Over the past four quarters, Twitter Inc (NYSE:TWTR) has been lower in each session subsequent to reporting earnings, averaging a loss of 7.4%.

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