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Musk M&A Talk Ignites SolarCity Corp (SCTY) Bullish Options Trading

Elon Musk sees Tesla Motors Inc's (TSLA) SolarCity Corp (SCTY) buyout as likely

Jul 20, 2016 at 2:00 PM
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SolarCity Corp (NASDAQ:SCTY) stock and its options are heating up today, after Chairman Elon Musk told The Wall Street Journal he expects Tesla Motors Inc's (NASDAQ:TSLA) buyout offer to be approved (subscription required). According to Musk, "The most informed investors are highly supportive" of the "no brainer" deal.

At last check, SCTY has surged nearly 2% on the report to trade at $26.75 -- closing in on its highest finish since early May. That said, year-to-date, the solar stock has surrendered nearly half of its value, and it will need to overcome historical resistance at its 30-week moving average if it's to advance any further.

As alluded to, SCTY options are running at an accelerated clip, with intraday call volume sitting in the 95th annual percentile and registering at 1.3 times the expected clip. Digging deeper, traders are buying to open the out-of-the-money August 28.50 call, expecting the solar stock to topple the strike by front-month expiration, at the close on Friday, Aug. 19.

Longer term, though, puts have been the options of choice. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OXM PHLX (PHLX), traders have bought to open 1.28 puts for every call over the last 10 weeks -- a ratio that ranks in the 72nd annual percentile. Echoing this, SCTY's Schaeffer's put/call open interest ratio (SOIR) checks in at a top-heavy 1.47, suggesting short-term puts outstrip calls by a healthy margin.

Elsewhere -- and not unlike what we've observed on TSLA -- short sellers have piled on SolarCity Corp (NASDAQ:SCTY). In fact, nearly 40% of the stock's float is dedicated to short interest, and the 27.3 million shares sold short is not far from a 2016 high.

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