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Inovio Pharmaceuticals Inc (INO) Options Hot On Zika Approval

Inovio Pharmaceuticals Inc (NASDAQ:INO) and its partner GeneOne Life Sciences Inc will begin human testing of their Zika vaccine

Jun 20, 2016 at 11:01 AM
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Inovio Pharmaceuticals Inc (NASDAQ:INO) is up 3.7% at $10.86, after the drugmaker -- and its partner GeneOne Life Sciences Inc -- was given the go-ahead by U.S. regulators to begin human testing of its Zika vaccine. This echoes well-received news for sector peer Hologic, Inc. (NASDAQ:HOLX), and, according to INO CEO Dr. Joseph Kim, the early stage testing will begin in the next few weeks. Meanwhile, traders are once again showing a preference for calls over puts in INO stock's lightly traded options pits, with 2347 of the former and just 44 of the latter on the tape at last check.

Looking back over the past 50 trading sessions reveals more of the same in INO's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), for instance, options traders have bought to open 6,078 call options compared to 324 put options, resulting in a top-heavy call/put volume ratio of 18.76.

Elsewhere, INO sports a Schaeffer's put/call open interest ratio (SOIR) of 0.19. Not only does this show that calls outweigh puts by a more than 5-to-1 margin among options expiring in three months or less, but it ranks lower than 87% of all comparable readings taken in the past year. Simply stated, short-term speculators are more call-heavy than usual toward INO.

With 16.3% of the stock's float sold short, though, there could be an ulterior motive for this recent batch of call buying. Specifically, it could be that short sellers are initiating protective calls to hedge against any upside risk.

Regardless of the reason, now is an opportune time to purchase premium on INO's short-term options. The equity's Schaeffer's Volatility Index (SVI) of 58% rests in just the 16th percentile of its annual range, meaning the options market is pricing in relatively low volatility expectations at the moment.

Technically, INO has been a standout on the charts in 2016, up almost 62%. More recently, the shares of Inovio Pharmaceuticals Inc (NASDAQ:INO) pulled back after running out of steam in the $11.50-$11.60 region, but found a foothold atop their 50-day moving average -- a trendline that has helped usher INO higher since late January.

INO daily chart

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