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Pokemon Go Inspires GameStop Corp. (GME) Options Trading

GameStop Corp. (GME) options are flying off the shelves after the company's CEO said sales have doubled at stores serving as Pokemon Go "gyms"

Jul 19, 2016 at 10:45 AM
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Video game retailer GameStop Corp. (NYSE:GME) enjoyed a late-session lift on Monday, after CEO Paul Raines said sales have doubled at stores that serve as Pokemon Go "stops." Further, Raines said GameStop is "very much in the game" when it comes to Pokemon, and is "taking advantage of it now." Against this backdrop, GME options bettors are coming out in full force. 

GME saw roughly 37,000 calls change hands yesterday -- 18 times the average daily volume, and an annual high. Most active was the weekly 8/5 30.50-strike call, which saw nearly 12,400 contracts added overnight. Much of the action appears to have been of the buy-to-open variety, meaning traders are expecting GME to extend its run north of $30.50 through the close on Friday, Aug. 5, when the options expire. 

Out of the gate this morning, GME was among the best-performing S&P 500 Index (SPX) stocks, rising as high as $31.29 -- a new two-month peak -- and was last seen with a 0.5% lead at $30.35. GME options are flying off the shelves once again today, at five times the expected intraday clip. However, GME puts are in high demand, with what appears to be buy-to-open action at the August 31 put. By purchasing the puts to open, the buyers expect GME to struggle beneath $31 through the next month.

GME is no stranger to skepticism, though. On the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio of 1.57 is in the 81st percentile of its annual range. In other words, option buyers have scooped up GME puts over calls at a faster-than-usual clip during the past two weeks.

Likewise, short interest represents more than 27% of GME's total available float. It would take nearly 13 sessions to buy back all these bearish bets, at GME's average daily trading volume -- plenty of fuel for more upside.

But whatever the bias, now is an opportune time to scoop up GameStop Corp. (NYSE:GME) near-term options. The security's Schaeffer's Volatility Index (SVI) of 40% sits higher than just 18% of all other readings from the past 12 months, suggesting relatively inexpensive short-term premiums right now.

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