TerraForm Power Inc (TERP) Options Soar On Brookfield Stake

TerraForm Power Inc (NASDAQ:TERP) is rallying today after Brookfield Asset Management unveiled a stake

Jun 29, 2016 at 3:17 PM
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TerraForm Power Inc (NASDAQ:TERP) is popping today -- up 17% at $10.24 -- after Brookfield Asset Management unveiled a 12.1% stake in the alternative energy firm, calling TERP stock "an attractive investment opportunity." Against this backdrop, TERP's options pits are bustling, with both call and put volume running at 13 times the average intraday pace.

Most active is TERP's December 10 call, due to a 5,000-contract block that was opened earlier. However, there's a wide bid-ask skew at this strike, making it difficult to tell whether the calls were bought or sold. There appears to be more clear-cut buy-to-open activity occurring at the January 2018 5-strike put, as traders bet on a big pullback for TERP over the next 18 months.

More broadly speaking, speculative players have tended to gravitate toward long calls over puts in TERP's lightly traded options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's top-heavy 10-day call/put volume ratio of 3.98 ranks in the 66th annual percentile.

However, there could be an ulterior motive to this recent rush of call buying. Nearly 23% of TERP's float is sold short -- or 6.8 times the stock's average daily pace of trading -- meaning short sellers may be purchasing the calls to guard their bearish bets against any upside risk.

In fact, today's price action runs counter to TERP's withstanding technical backdrop. Year-over-year, the shares of TerraForm Power Inc (NASDAQ:TERP) have surrendered 73% -- pressured by now-bankrupt Sunedison Inc. More recently, the stock has spent 2016 stuck below resistance in the $10-$11 region.

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