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Ambarella Inc (AMBA) Put Players Pounce Ahead of Earnings

Ambarella Inc (AMBA) traders are targeting put options, but they're not necessarily bears

Aug 24, 2016 at 2:44 PM
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Ambarella Inc (NASDAQ:AMBA) is higher this afternoon. As the stock continues its run up the charts, AMBA options are trading at an accelerated clip. In fact, both calls and puts are crossing the tape at a rate more than double the intraday average.

The most active strike is the September 55 put. It looks like traders may be both buying and selling to open contracts here. Buyers may be anticipating AMBA breaching $55 by front-month expiration, at the close on Friday, Sept. 16. However, given the stock's meteoric rise in recent months and the deep out-of-the-money nature of the position, it seems more likely that shareholders are simply hedging via protective puts. Meanwhile, the put sellers are likely eyeing the $55 area as a short-term foothold for AMBA shares.

In fact, put selling has been a fairly fashionable play of late across the major options exchanges. During the last two weeks, traders have sold to open nearly 6,400 AMBA puts and bought to open roughly 3,600.

That said, the stock's second most active strike this afternoon is the September 69 put, where speculative activity is clearer cut. By buying to open these near-the-money positions, traders are anticipating a more modest near-term retreat for AMBA -- below $69 by mid-September.

Whether they're being bought or sold, puts have been the options of choice among short-term traders. AMBA's Schaeffer's put/call open interest ratio (SOIR) checks in at 1.12, just 3 percentage points from an annual high. In other words, open interest levels are decisively tilted toward puts, when it comes to options expiring in the next three months.

As alluded to, AMBA has been having a marvelous run on the charts. Today, the shares are 2.3% higher at $69.41, bolstered by a note from Stifel. Specifically, the brokerage firm reiterated its "buy" rating and $86 price target, writing that it's "cautiously optimistic" about the company's upcoming earnings report, and sees potential catalysts in the home security and automotive markets.

More impressive yet, Ambarella Inc (NASDAQ:AMBA) has nearly doubled since bottoming around $35 in mid-May. And with earnings coming up after the close next Thursday, it's worth noting that one major upside catalyst for the semiconductor stock was the company's early June post-earnings bull gap of 9.4%.

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