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GoPro Inc (GPRO) Options Traders Not Buying the Hype

GoPro Inc (GPRO) has been heating up, but today's options traders are counting on the stock to cool down

Jun 20, 2016 at 2:38 PM
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GoPro Inc (NASDAQ:GPRO) has picked up where it left off on Friday, chugging up the charts. However, unlike Friday -- when calls were the options in demand -- puts are currently the options of choice. In fact, over 8,000 puts have been exchanged, more than double the expected intraday rate.

It appears options traders aren't buying the rally. Despite GPRO shares being 3.4% higher at $11.01, speculators are buying to open the at-the-money August 11 put -- as confirmed by International Securities Exchange (ISE) data. In other words, option players foresee the camera stock tumbling back below $11 by back-month expiration, at the close on Friday, Aug. 19. If GPRO fails to breach that level, the most the put buyers have at stake is the initial cash outlay.

Today's action marks a change of pace for GPRO options traders. The stock's 10-day call/put volume ratio across the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is 3.37 -- with long calls more than tripling puts. What's more, this ratio rests just 2 percentage points from an annual high.

That said, not all of these GPRO call players are necessarily bullish toward the stock. With short interest representing over 32% of the equity's float -- or roughly five times its average daily trading level -- it's possible short sellers have been purchasing calls to act as an upside hedge.

Lending weight to this theory is GoPro Inc's (NASDAQ:GPRO) history of technical ineptitude. On a year-over-year basis, the stock has surrendered four-fifths of its value, making today's gains pale in comparison. On top of that, the shares are running into a stern layer of resistance at their 80-day moving average, which hasn't been conquered on a closing basis since late April.

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