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Callidus Software Inc. (CALD) Calls Catch Fire Amid Takeover Talk

Could Alphabet Inc (GOOGL) be mulling a Callidus Software Inc. (CALD) takeover?

Jun 7, 2016 at 2:26 PM
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Callidus Software Inc. (NASDAQ:CALD) stock and call volume are spiking, amid reports the cloud concern could garner takeover interest from several companies -- including Alphabet Inc (NASDAQ:GOOGL). At last check, the stock has gained 3.1% at $19.80, while call options are crossing at 65 times the expected intraday rate.

By the numbers, 3,346 call options have been exchanged, versus an expected amount of 51 contracts at this point in the afternoon. For comparison's sake, just 10 put options have changed hands. In the lead by a mile is CALD's July 20 call, where buy-to-open activity is transpiring. In other words, these short-term traders believe the stock will topple the round $20 level by back-month expiration, at the close on Friday, July 15.

CALD's intraday high is $20.88, but the shares haven't settled a week north of the strike since early December. At last check, delta on the near-the-money call is 0.50 -- suggesting the chances the option expires in the money are equivalent to the flip of a coin.

Taking a step back, short-term traders have preferred calls over puts by an astronomical margin. Specifically, CALD's Schaeffer's put/call open interest ratio (SOIR) checks in at 0.05 -- with call open interest outweighing put open interest 20 times over, among options expiring in the next three months.

Technically speaking, Callidus Software Inc. (NASDAQ:CALD) has been a beast since hitting an annual low of $11.48 on Feb. 10 -- ripping 72.5% higher. Amid this rapid ascent, the stock's 14-day Relative Strength Index (RSI) has spiked to nearly 73, well into overbought territory.

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