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Weekly Calls Hot as Facebook Inc (FB) Stumbles

Facebook Inc's (NASDAQ:FB) weekly 7/1 options series is popular today

Jun 27, 2016 at 3:13 PM
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Facebook Inc (NASDAQ:FB) -- which is reportedly among a number of high-profile tech firms, including Alphabet Inc (NASDAQ:GOOGL), removing extremist content from their websites -- is down 2.9% at $108.80 amid broad-market headwinds. In the options pits, meanwhile, calls are crossing at 1.5 times the average intraday rate on FB stock, and the weekly 7/1 series is hot -- but not all of the action is of the typical bullish variety.

Specifically, FB's weekly 7/1 110-strike call has seen the most action, where there appears to be a healthy mix of sell- and buy-to-open activity occurring. In other words, call writers are betting that FB will remain south of $110 through this Friday's close -- when the weekly series expires -- while call buyers expect FB to rally back above the strike by week's end.

Widening the sentiment scope reveals options traders have been buying to open puts relative to calls at a faster-than-usual clip in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), FB's 10-day put/call volume ratio of 0.66 ranks higher than 87% of all comparable readings taken in the past year.

Of course, it's possible that a portion of this recent put buying -- particularly at out-of-the-money strikes -- is a result of shareholders protecting paper profits against any downside risk. Year-over-year, the shares of Facebook Inc (NASDAQ:FB) have surged nearly 27%. Plus, today's pullback is stalling out near the $109.50 mark, a 23.6% Fibonacci retracement of FB's May 11 all-time high at $121.08.

FB daily chart June 27

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