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Option Bears Pounce as Tesla Motors Inc (TSLA) Breaches 2 Key Levels

Tesla Motors Inc (TSLA) is in danger of closing below the round $200 level and its 40-month moving average

Sep 2, 2016 at 1:58 PM
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For the first time since late June, Tesla Motors Inc (NASDAQ:TSLA) is trading below $200. Shares of the electric automaker are down 2% at $196.82, after getting punished yesterday on a $400 million math error. As such, bearish traders are piling into the stock's options pits, with puts crossing at double the expected intraday rate, and volume registering in the 95th annual percentile.

Eleventh-hour options players are counting on additional downside for TSLA, buying to open the weekly 9/2 200-strike put. Meanwhile, slightly longer-term bears are purchasing positions at the weekly 9/9 200-strike put. Both groups expect the stock to keep tumbling south of the double-century mark through the respective expiration dates, at the close today and next Friday.

These aren't the only Tesla options traders targeting $200. In the front-month series, peak open interest resides at the September 200 put, with more than 12,200 contracts in residence. According to data from the major exchanges, there's been a healthy mix of buy- and sell-to-open activity here in recent months.

More generally, though, put buyers have been more active than call buyers. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), TSLA has amassed a 10-day put/call volume ratio of 1.05 -- near the top quartile of its annual range. What's more, the stock's front-month gamma-weighed Schaeffer's put/call open interest ratio (SOIR) checks in at 1.96. In other words, among near-the-money strikes in the September series, puts roughly double calls.

It's hard to argue with options traders who are skeptical of Tesla Motors Inc (NASDAQ:TSLA). The auto stock made a run at $270 in early April, but has been absolutely dismal since then, losing well over one-quarter of its value. In fact, the shares are at risk of closing below their 40-month moving average for the first time ever, after several months in which the trendline served as support.

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