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Options Bulls Bombard Twitter Inc (TWTR) Ahead of Board Meeting

Twitter Inc (TWTR) call options are crossing the tape at an accelerated clip, ahead of Thursday's board meeting

Sep 7, 2016 at 12:32 PM
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Twitter Inc's (NYSE:TWTR) board of directors is due to meet on Thursday in San Francisco, and once again the M&A rumor mill is swirling with possibilities that range from a corporate takeover by Alphabet Inc (NASDAQ:GOOGL) to going private. All of this buyout gossip, combined with general sector tailwinds for social and internet stocks, has TWTR sitting up 0.6% at $20.05 -- and the stock's options crossing the tape at a faster rate than usual.

TWTR options are running at nearly 1.5 times their usual intraday pace, with more than three times as many calls as puts crossing the line. All 10 of the most active options are calls, and the put/call ratio of 0.31 is higher than just 14% of all other readings from the past year. The most active is the weekly 9/9 20.50-strike call, and buyers of the option are looking for an extended rally for TWTR shares through expiration at the end of the week -- which encompasses the aforementioned board meeting.

But even before today, optimism was running high in the TWTR option pits, with its 50-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) sitting at 3.52, in the 91st percentile of its annual range. Echoing this, TWTR's call open interest is currently in the 87th percentile of its annual range, with the September 20 call dominating the front-month series.

Twitter Inc (NYSE:TWTR) has added more than 33% in the past three months, enjoying a perch atop its 10-week moving average since mid-June, and just last week closed on top of its 10-month moving average for the first time since March 2015. However, TWTR rallies have tended to stall out in the $20-$21 region since January, with $21 representing a 50% premium to the stock's lows near $14.

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