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Options Traders Bet on a FireEye Inc (FEYE) Breakout

FireEye Inc (FEYE) options traders are targeting the $20 with the stock back above its 40-day moving average

Apr 22, 2016 at 12:00 PM
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Cybersecurity stock FireEye Inc (NASDAQ:FEYE) has jumped 5.9% to $17.84 amid heavy volume, following an upgrade to "positive" at OTR Global. What's more, activity has picked up in FEYE's options pits, where it appears traders are betting on the stock breaking out to the upside over the next two weeks. 

More specifically, FEYE call options are trading at four times the average intraday pace, outstripping puts by a 6-to-1 margin. Weekly options account for the top 10 most popular strikes, with possible buy-to-open activity taking place at the weekly 5/6 20-strike call. Any trader initiating long positions here is betting on FEYE topping $20 by expiration at the close on Friday, May 6 -- a time frame that neatly encompasses the company's first-quarter earnings report, scheduled for the evening of Thursday, May 5. 

Call buyers have had their sights set on FEYE for a while, though. For instance, more than five calls have been bought to open for every put during the past two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). The resulting call/put volume ratio of 5.11 lands in the 83rd percentile of its annual range, meaning this interest in calls over puts is unusual. 

It's not a bad time to buy premium on FEYE options, either. The stock's Schaeffer's Volatility Index (SVI) of 74% ranks in the bottom third of all readings taken in the past 12 months. Said differently, the stock's near-term options are attractively priced, from a volatility perspective. 

On the charts, FireEye Inc (NASDAQ:FEYE) has surged more than 57% since hitting a record low of $11.35 in mid-February, and  with earnings approaching, the stock may be set to make another outsized move. For instance, FEYE has averaged a 12.3% swing in the session immediately following an earnings release, going back eight quarters. As for today's surge, bulls should be happy to note that the stock is attempting to take back its rising 40-day moving average

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