Option Bulls Make a Beeline Toward Synaptics, Incorporated (SYNA)

Synaptics, Incorporated (NASDAQ:SYNA) is no longer in takeover talks with a Chinese buyer group

Jun 7, 2016 at 3:24 PM
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While this tech stock is popping on rumors of a potential Silicon Valley buyout, Synaptics, Incorporated (NASDAQ:SYNA) is stumbling on news the company is no longer in takeover talks with a Chinese buyer group. At last check, SYNA stock is down 1.4% at $65.62. Nevertheless, calls are crossing at two times the average intraday rate, and are outpacing puts by a more than 3-to-1 margin.

Today's accelerated call activity is nothing new for SYNA, though. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day call/put volume ratio of 38.08 ranks just 1 percentage point from a 52-week peak. In other words, calls have been bought to open over puts at a near-annual-high clip.

Additionally, SYNA sports a Schaeffer's put/call open interest ratio (SOIR) of 0.40. Not only does this show that calls easily outweigh puts among options expiring in three months or less, but it rests lower than 88% of all comparable readings taken in the past year. Simply stated, short-term speculators are more call-heavy now than usual toward SYNA.

Drilling down, peak call open interest of 5,567 contracts is found at the June 75 call. According to the ISE, the majority of the action has been of the buy-to-open kind in recent weeks, meaning call buyers are betting on SYNA to topple $75 before the front-month options expire at next Friday's close. 

Technically, the stock hasn't seen the north side of $75 since a third-quarter revenue miss in late April sent the shares tumbling nearly 12% in the subsequent session -- and into the red on a year-to-date basis. Regardless of where Synaptics, Incorporated (NASDAQ:SYNA) settles at the end of next week, though, call buyers can rest easy knowing their losses are limited.

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