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Eleventh-Hour Options Traders Swarm Alphabet Inc (GOOGL)

Alphabet Inc (NASDAQ:GOOGL) is on pace to close below its 50-week moving average for the first time in nearly a year

Jun 17, 2016 at 1:41 PM
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Tech heavyweight Alphabet Inc (NASDAQ:GOOGL) ​hasn't exactly lit it up this year on the charts. The shares have lost 9% in 2016, and have been pressured lower in recent months by their 160-day moving average. What's more, GOOGL is set to close below its 50-week moving average for the first time in almost a year, after dropping 2.3% today at $707.29. Pressuring the shares are reports that analysts at Citi have identified a slowdown in ad buying, while sharp losses from a Silicon Valley sector peer aren't helping, either. As a result, GOOGL options volume is running in the 96th percentile of its annual range. 

On a closer look, the 53,000 GOOGL options that have traded today represent three times the expected intraday amount. The 13 most popular strikes belong to the June series, which expires at today's close. Beyond that, traders appear to be opening positions at the weekly 7/1 680-strike put. Anyone buying short-term GOOGL options today is seemingly getting a bargain, with the stock's Schaeffer's Volatility Index (SVI) standing at 20% -- an annual low. 

Looking back, call buying has remained hot on GOOGL. The stock's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) now stands at 1.92, which tops 83% of the past year's readings. What's more, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.74 ranks in the 21st annual percentile, meaning short-term speculators are more call-skewed than normal.

At the same time, short interest on Alphabet Inc (NASDAQ:GOOGL) has been declining. By the numbers, short interest on GOOGL has fallen by 24% since the end of 2015, and just 0.5% of its float is sold short.

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