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Giant Gains Lure Bullish GoPro Inc (GPRO) Options Traders

GoPro Inc (GPRO) is sharply higher this afternoon, possibly on leaked video of the Hero 5

Aug 8, 2016 at 3:10 PM
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GoPro Inc (NASDAQ:GPRO) is having a monster day, up 4.2% at $14.35. While the specific catalyst is unclear, a leaked video of the Hero 5 suggests some major improvements to the action camera (e.g., a touchscreen, deeper waterproof capability) -- which could be bundled with the Karma drone -- may be driving the stock higher. No matter the reason, options traders have been jumping on GPRO's bullish bandwagon today.

The most active option this afternoon is the August 15 call, and all indications suggest speculators are purchasing new positions. In doing so, these bettors foresee GPRO toppling $15 -- territory not charted since a January bear gap -- by front-month expiration at next Friday's close. Meanwhile, slightly shorter-term traders have seemingly bought to open positions at the weekly 8/12 14-, 14.50-, and 15-strike calls, gambling on upside momentum through the end of the week.

This is more of the same for GPRO options traders. Over the past 50 sessions, roughly two times as many calls have been bought to open as puts, based on data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). What's more, the resultant call/put volume ratio of 2.05 has been outdone just 1% of the time in the past 12 months.

That said, GPRO has its fair share of detractors, especially among short sellers. Despite falling 9% in the most recent reporting period, short interest makes up 32% of the stock's float, or nearly one week's worth of trading activity, at the stock's average volumes. Some of these shorts may have purchased calls to hedge their bearish positions, so the aforementioned option players may not all be purely speculative.

Technically speaking, GoPro Inc (NASDAQ:GPRO) has turned on the jets over the last three months. Since bottoming at a record low of $8.62 in mid-May, the stock has bounded 66.5% higher. Right now, in fact, the shares are set for their first close north of their 200-day moving average in nearly a year.

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