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Facebook Inc (FB) Options Traders Bet On Higher Highs

Facebook Inc (FB) options traders are anticipating higher highs, amid a tech rally and after the latest Messenger user stats

Jul 20, 2016 at 3:02 PM
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Amid a broader tech rally, the shares of Facebook Inc (NASDAQ:FB) hit an all-time high of $122.20. In addition, Facebook Messenger just hit the 1-billion-user mark -- joining Facebook and fellow FB-owned WhatsApp, as well as Alphabet Inc's (NASDAQ:GOOGL) YouTube -- with users doubling in less than two years. Against this backdrop, FB options traders are rolling the dice on even higher highs in the near term.

FB calls are crossing the tape at 1.5 times the average intraday pace, and are outpacing puts by a margin of nearly 2-to-1. Most active is the stock's weekly 7/22 122-strike call, which it appears some traders are buying to open. By purchasing the calls to open, the buyers expect FB to extend its ascent north of $122 through the end of the week, when the options expire.

However, during the past 10 weeks, it's been FB puts that have grown increasingly popular among buyers. On the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 50-day put/call volume ratio of 0.63 is higher than 88% of all other readings, pointing to a healthier-than-usual appetite for long puts over calls.

Whether those buyers are "vanilla" option bears or simply trying to protect their surging FB shares, one thing is clear: the stock's near-term options are still attractively priced ahead of next week's earnings report. The equity's Schaeffer's Volatility Index (SVI) of 31% is in just the 39th percentile of its annual range, hinting at historically muted volatility expectations.

On the charts, Facebook Inc (NASDAQ:FB) shares have marched steadily higher since mid-2013, climbing atop their 10-month moving average. At last check, the stock was up 1.2% at $122.06. Off the charts, the company has enjoyed a positive single-session post-earnings reaction in each of the past three quarters.

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