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SolarCity Corp (SCTY) Option Bears Cheer as Stock Turns South

While the stock's volume is surging, options traders are largely ignoring SolarCity Corp (SCTY) today

Jun 8, 2016 at 2:06 PM
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Trading volume is surging on solar stock SolarCity Corp (NASDAQ:SCTY), as the company puts on its annual shareholders meeting today. More specifically, intraday stock volume is running in the 96th percentile of its annual range, with SCTY 0.4% lower at $23.20. Notably, an earlier rally was cut short by the 80-day moving average, which also blocked the stock's previous breakout attempt late last month, leaving it with a year-to-date loss of 54.5%. Meanwhile, options traders have all but ignored SCTY. 

SCTY options volume is running well below the average intraday level, even though it appears to be good time to buy the stock's short-term options. This is according to the stock's Schaeffer's Volatility Index (SVI) of 77%, which ranks in the 28th annual percentile, signaling lower-than-usual volatility expectations are priced into near-term SCTY options. Moreover, the options market has shown a tendency to underprice the shares' ability to make large moves over the past year, according to the stock's Schaeffer's Volatility Scorecard (SVS) of 91. 

Looking back, puts have been popular on the technical underperformer. For instance, SCTY's Schaeffer's put/call open interest ratio (SOIR) of 1.67 shows that put open interest easily outweighs call open interest among options set to expire within three months. Plus, this SOIR ranks in the 71st annual percentile, pointing toward a historically unusual put-skew. 

SolarCity Corp (NASDAQ:SCTY) has long been a favorite of short sellers, with roughly 28 million shares dedicated to short interest. On the other hand, analysts are strong believers in the stock, as nine out of 15 say to buy SCTY, and none recommend selling it. That said, it's possible bearish brokerage attention could hit SCTY and send the shares even lower. This is especially true, considering the alternative energy sector still sits at the bottom of our sector scorecard

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