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Short-Term Call Players Bombard Alibaba Group Holding Ltd (BABA)

All but two of Alibaba Group Holding Ltd's (NYSE:BABA) 10 most active options are calls that expire in two weeks

Jul 11, 2016 at 3:20 PM
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Alibaba Group Holding Ltd (NYSE:BABA) is rising in step with Amazon.com, Inc. (NASDAQ:AMZN) ahead of the latter's highly anticipated Prime Day. At last check, BABA stock was up 3.3% at $81.56, and short-term calls are in high demand. In fact, all but two of BABA's 10 most active options are calls that expire in the next two weeks.

Most active are BABA's July 80, 81, and 83 calls, where a collective 17,720 contracts have changed hands. It looks like some of these calls are being bought to open, as traders bet on an extended rally through week's end -- when the front-month series expires. Slightly longer-term traders appear to be purchasing new positions at the weekly 7/22 83-strike call, which expires at next Friday's close.

From a wider sentiment perspective, options traders have been initiating long puts relative to calls in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), specifically, BABA's 10-day put/call volume ratio of 0.86 ranks in the 84th percentile of its annual range.

Meanwhile, BABA's Schaeffer's put/call open interest ratio (SOIR) of 0.87 rests higher than 93% of all comparable readings taken in the past year. In other words, short-term traders are more put-heavy than usual toward the security.

This skepticism is seen outside of the options pits, as well. Short interest surged 22.1% in the latest reporting period, and these bearish bets now account for a healthy 8.7% of BABA's available float.

On the charts, BABA is up 38% from its early February year-to-date low of $59.25. However, this rally has repeatedly run out of steam in the $82-$83 region, and today, shares of Alibaba Group Holding Ltd (NYSE:BABA) hit an intraday high just shy of here, at $81.71.

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