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Oracle Corporation (ORCL) Put Options Stay Hot as Stock Slips

Oracle Corporation (ORCL) is lower following yesterday's news that T. Rowe Price Group Inc (TROW) will vote against the firm's planned takeover of NetSuite Inc (N)

Sep 8, 2016 at 11:45 AM
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Software specialist Oracle Corporation (NYSE:ORCL) is off 1.2% at $40.77 today, as traders digest yesterday's news that investment firm T. Rowe Price Group Inc (NASDAQ:TROW) will not vote in favor of the company’s takeover of sector peer NetSuite Inc (NYSE:N), citing "inherent conflicts of interest." The proposed $9.3 billion deal was announced in late July, and ORCL has since been consolidating around the $41 level. As the shares dip today, however, options traders are targeting ORCL puts.

Specifically, the stock's puts are changing hands at four times the expected intraday rate. So far, it looks like the action is largely an extension of what was seen yesterday, when the weekly 9/9 41-strike put was bought to open. In fact, this put has seen the largest increase in open interest of any ORCL option over the last two weeks. Traders buying to open these puts are betting on the underlying shares extending their losses south of the $41 level through tomorrow's close, when the weekly option expires.

Put buying has been a popular strategy in ORCL's options pits in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day put/call volume ratio of 1.61 sits higher than 90% of the past year's readings.

Interestingly, though, near-term traders have shown a pronounced preference for calls. With a Schaeffer's put/call open interest ratio (SOIR) of 0.76 -- in the low 11th percentile of its annual range -- ORCL calls easily outnumber puts among options set to expire in three months of less. Moreover, the stock's front-month gamma-weighted SOIR of 0.47 shows calls more than doubling puts among near-the-money options in the standard September series.

Elsewhere, short sellers have been backing off recently, with their bearish bets falling by more than 14% over the last two reporting periods to account for just 1.3% of the stock's available float.  Analysts are slightly optimism toward ORCL at the moment, too, with 15 of 26 giving the shares a "buy" or better rating.

Oracle Corporation (NYSE:ORCL) has put in a solid performance overall this year, adding 11.6% in 2016. Despite today's losses, the shares could find support from both their rising 120-day moving average and the round $40 level, which is home to peak put open interest in the September series. Of course, next Thursday night's earnings report could also go a long way in determining ORCL's next big move on the charts.

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