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Baidu Inc (BIDU) Breakout Sets Options Pits Ablaze

Baidu Inc (BIDU) is on pace for its biggest daily gain in over four months

Sep 6, 2016 at 2:08 PM
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Baidu Inc (ADR) (NASDAQ:BIDU) is on track for its best single-day percentage gain in over four months, as shares of the internet search provider fly off the shelves -- with intraday volume in the 97th annual percentile. Specifically, the stock is 5% higher at $186.62, after the California Department of Motor Vehicles over the weekend issued a testing permit for a self-driving car -- which the firm is developing with NVIDIA Corporation (NASDAQ:NVDA). The company also just shot down recent M&A speculation. Meanwhile, BIDU options are running at nearly triple the usual intraday pace, and in the 98th annual percentile.

Diving into the options pits, the weekly 9/9 series accounts for the five most active strikes. Within that series, the 187.50-strike put is seeing the most attention, where a mix of buy- and sell-to-open action is likely. For buyers, the goal is for BIDU to end the week south of $187.50. Meanwhile, data from the International Securities Exchange (ISE) confirms several hundred contracts were sold to open, suggesting these traders think the stock will muscle back atop that in-the-money strike by week's end.

Put selling isn't anything new for Baidu options traders, according to data from the major exchanges. In fact, during the past two weeks, speculators have sold to open 5,981 contracts, outstripping the 5,556 that were bought to open. And, more generally, short-term traders have shown a relative preference for puts over calls. This, based on BIDU's Schaeffer's put/call open interest ratio (SOIR) of 0.97, which outranks 82% of all readings from the prior year.

In any case, now appears to be a better time to purchase premium on short-term options, rather than sell it. The stock's Schaeffer's Volatility Index (SVI) of 24% sits in the low 2nd annual percentile, suggesting near-term strikes are relatively inexpensive at the moment, from a volatility perspective. What's more, BIDU's Schaeffer's Volatility Scorecard (SVS) of 86 indicates the options market has underpriced the shares' ability to make outsized moves over the past year.

On the charts, Baidu Inc (ADR) (NASDAQ:BIDU) has come a long way since its sideways pattern atop the 155 strike. So far in the third quarter, the stock has jumped 13%, putting it on pace for its loftiest close since late April. If the shares can sustain their hot streak, a capitulation among the weaker bearish hands could spell fuel for BIDU's proverbial fire.

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