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Tesla Motors Inc (TSLA) Call Options Fly Off the Shelves

Tesla Motors Inc (TSLA) call options are flying off the shelves on reports that Samsung SDI could supply batteries for the Model 3

Jun 7, 2016 at 1:12 PM
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The shares of electric vehicle maker Tesla Motors Inc (NASDAQ:TSLA) are up 5.1% at $231.94, on pace for their best close in over a month, on reports that Samsung SDI could supply batteries to the Model 3 and Tesla's energy storage products. What's more, options traders are betting on even more short-term upside for the stock, with weekly call options flying off the shelves.

TSLA call volume is running at twice the average intraday clip, with roughly 65,000 contracts exchanged, compared to about 42,000 puts. Weekly calls expiring at Friday's close account for four of the top five most active options, with apparent buy-to-open activity detected at the weekly 6/10 225-, 230-, 235-, and 240-strike calls. By purchasing the calls to open, the buyers expect TSLA to topple the strikes within the next few days.

Today's bullish betting is par for the course for TSLA, though. On the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 1.23 is higher than 79% of all other readings from the past year. In other words, options buyers have displayed a healthier-than-usual appetite for TSLA calls over puts during the past two weeks.

What's more, now is the time to pick up Tesla Motors Inc's (NASDAQ:TSLA) short-term options. The security's Schaeffer's Volatility Index (SVI) of 33% ranks in the 5th percentile of its annual range, pointing to historically low volatility expectations -- and relatively inexpensive near-term options -- at the moment.

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