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Option Bulls Blitz Level 3 Communications, Inc. (LVLT) as Buyout Buzz Swirls

Rumors are flying that Level 3 Communications, Inc. (NYSE:LVLT) may be exploring strategic alternatives

Jul 13, 2016 at 11:17 AM
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Level 3 Communications, Inc. (NYSE:LVLT) is flying high today, amid rumors the telecommunications firm may be exploring strategic alternatives, including a possible sale -- with Netflix, Inc. (NASDAQ:NFLX) partner Comcast Corporation (NASDAQ:CMCSA) reportedly among the potential suitors. At last check, LVLT stock was up 4.4% at $56.76, and fresh off an eight-year high of $57.59. Speculative traders, meanwhile, are making a beeline for LVLT, with options volume in the 100th annual percentile.

By the numbers, more than 10,800 options have traded. Calls are outstripping puts by a 14-to-1 ratio, and are crossing the tape at 38 times the average intraday rate. What's more, eight of LVLT's 10 most active options are calls.

Seeing the most attention are the stock's July 55 and 57.50 calls, where it seems safe to assume new positions are being purchased. In other words, call buyers are betting on LVLT to continue today's trek into multi-year-high territory through week's end, when the front-month options expire.

More broadly speaking, LVLT options traders have tended toward long calls over puts in recent weeks. Amid relatively low absolute volume, the stock has racked up a top-heavy 20-day call/put volume ratio of 4.65 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX).

Echoing this call-skewed backdrop is LVLT's gamma-weighted Schaeffer's put/call open interest ratio (SOIR) of 0.21. Simply stated, near-the-money call open interest outweighs put open interest by a nearly 5-to-1 ratio among options expiring in three months or less.

On the charts, Level 3 Communications, Inc. (NYSE:LVLT) has been racing higher in recent weeks, tacking on nearly 21% since hitting its most recent low of $47.06 on June 27. Longer term, the shares closed last night just two pennies above their year-to-date breakeven mark, but have extended this lead amid today's advance.

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