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80% Explosion Has Vascular Biogenics Ltd (VBLT) Option Bulls Going Wild

Vascular Biogenics Ltd (VBLT) is the top gainer on the Nasdaq, with the drug stock up over 80%

Jun 6, 2016 at 2:05 PM
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Biotech stocks are making some colossal moves today, and Vascular Biogenics Ltd (NASDAQ:VBLT) is far from an exception. The drug stock is the top gainer on the Nasdaq, up over 81% at $7.20, sparking accelerated options trading. Below, we'll take a closer look at the news boosting VBLT stock, and how options players are responding.

First things first, the shares are blowing up after the drugmaker's VB-111 ovarian cancer treatment produced positive early-stage data. In fact, the drug yielded "significant survival benefit" in patients who did not improve with prior therapies.

This has resulted in an explosion of options activity, with more than 3,700 contracts on the tape. This is, by far, the most options volume VBLT has experienced in the past year. Previously, the most action the stock had seen in a single session was the exchange of just 100 contracts. Meanwhile, VBLT's 30-day at-the-money implied volatility has hit an annual high of 158.3%.

Digging deeper, the most active strikes are the June 2.50 and 7.50 calls, both of which are seeing buy-to-open activity. In other words, options traders are convinced VBLT will extend its upward momentum through front-month expiration, at the close on Friday, June 17.

Historically speaking, Vascular Biogenics Ltd (NASDAQ:VBLT) hasn't settled above the out-of-the-money 7.50 strike since last October. Earlier today, though, the biotech stock momentarily toppled that level, peaking at $7.58.

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