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Twitter Inc (TWTR) Attracts Bargain-Hunting Option Bulls

Twitter Inc (TWTR) continues to attract call buyers as the stock slumps on the charts

Jun 1, 2016 at 3:32 PM
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Twitter Inc (NYSE:TWTR) is down 0.9% today at $15.08, not too far off its record low of $13.73, seen just over a week ago. The stock has been stuck below its 20-week moving average for more than a year, and has given up 34.8% of its value in 2016 alone. While CEO Jack Dorsey is slated to speak at the Code Conference in Rancho Palos Verdes, California, today, some optimistic options traders have been picking up fresh bets.

Overall, TWTR options are trading below their average intraday rate. In fact, options volume is on track to close in the 16th percentile of its annual range, with just over 54,000 contracts on the tape, less than an hour before the bell.

Most active by a healthy margin is TWTR's June 18 call, with 5,007 contracts traded, including some buy-to-open action, confirmed by the International Securities Exchange (ISE). Buyers of this call are betting on the stock to rally above $18 -- a level the shares haven't seen since early March -- by the close on Friday, June 17, when the front-month option expires.

Still, not everyone has high hopes. Among the other active options for the day are TWTR's weekly 6/3 14.50-, 15-, and 15.50-strike puts, where it looks like some bearish traders may be purchasing new positions, expecting the stock to slide lower by the end of the week.

Outside of the options pits, analysts have been skeptical, with 16 out of 27 maintaining a "hold" or worse recommendation on TWTR. And short sellers have been piling on lately. These bearish bets climbed by more than 40% during the two most recent reporting periods, and now account for 13.4% of the stock's total float.

Turning an eye back to options players, TWTR calls have had a hefty lead in recent weeks. At the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 4.33 ranks higher than 95% of all readings in the past year. Likewise, the stock's Schaeffer's put/call open interest ratio (SOIR) sits at a call-skewed extreme of 0.43 -- in the bottom percentile of its annual range. However, it's possible some recent call buyers are actually short sellers looking to hedge their bets with options.

Speaking of buying options, now is a prime time to pick up near-term TWTR options, as the stock's Schaeffer's Volatility Index (SVI) of 44% is parked in the low 11th percentile of its 12-month range. This suggests premium on Twitter Inc's (NYSE:TWTR) short-term options should be pricing in relatively low volatility expectations.

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