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Put Buyers Blitz SolarCity Corp (SCTY) After Chanos Swipe

Hedge fund manager Jim Chanos said he is short SolarCity Corp (NASDAQ:SCTY)

May 4, 2016 at 2:48 PM
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Shares of SolarCity Corp (NASDAQ:SCTY) are selling off today, after Kynikos Associates founder Jim Chanos -- who also weighed in on this Chinese firm -- said he is short the stock, as well as Elon Musk's other company, Tesla Motors Inc (NASDAQ:TSLA). Additionally, Chanos forecast "financial trouble" for the solar power producer this year. Against this backdrop, SCTY has plunged 8.4% to $24.23 -- and with the stock on the short-sale restricted list, put volume has picked up the pace.

Specifically, put options are crossing at two times the average intraday rate, and are outpacing call options by a 2-to-1 ratio. What's more, today's put/call volume ratio of 2.34 arrives in the 96th annual percentile.

Most active is SCTY's weekly 5/13 26.50-strike put, and data from the International Securities Exchange (ISE) confirms buy-to-open activity. In other words, these put buyers are betting on SCTY stock to extend today's losses through Friday's close, when the weekly series expires.

This accelerated put activity is nothing new for SCTY, though. At the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day put/call volume ratio of 1.23 rests in the bearishly skewed 70th annual percentile.

Even more telling is the stock's Schaeffer's put/call open interest ratio (SOIR) of 2.56. Not only does this indicate that puts more than double calls among options expiring in three months or less, but it ranks just 4 percentage points from a 52-week peak. Simply stated, short-term speculators have rarely been as put-heavy toward SCTY as they are now.

While this skepticism has spilled to traders outside of the options pits -- nearly 39% of the stock's float is sold short -- analysts remain upbeat toward SCTY. In fact, 10 of the 14 brokerages covering the shares maintain a "buy" or better rating, with not a single "sell" to be found.

This could leave SCTY vulnerable to downgrades, considering today's negative price action just echoes the stock's withstanding trajectory. Year-over-year, shares of SolarCity Corp (NASDAQ:SCTY) have surrendered 59% -- with a recent rally attempt quickly halted by the stock's 160-day moving average. Also, coming up next Monday is the company's first-quarter earnings report, and a disappointing showing could contribute to even more losses.

SCTY daily chart

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