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JetBlue Airways Corporation (JBLU) Traffic Data Sets Off Call Buyers

JetBlue Airways Corporation (JBLU) call options have been popular lately

Sep 13, 2016 at 11:33 AM
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JetBlue Airways Corporation (NASDAQ:JBLU) shares are taking off today, up 3.6% at $17.39. Fueling the gains -- as well as accelerated options trading activity -- is better-than-expected August traffic data. This represents a rare day in the sun for the airline stock, which remains 23% lower on a year-to-date basis, and is testing long-term resistance at its 100-day moving average.

As alluded to, JBLU's options pits are busy, particularly on the call side of the aisle. By the numbers, over 4,100 contracts have crossed, or five times the normal intraday amount. In the lead is the January 2017 18-strike call, which traders may be buying to open -- anticipating the stock will take out the $18 level by January expiration.

More recently, though, shorter-term call buyers have been on the move. Seeing the biggest change in open interest over the last two weeks is JBLU's now in-the-money September 17 call, which added roughly 4,900 contracts -- the majority of which have been newly purchased, according to data at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX).

Speaking even more broadly, call buying has reached extreme levels during that time span. JBLU's 10-day ISE/CBOE/PHLX call/put volume ratio registers at a top-heavy annual high of 21.23, with long calls outstripping puts by a margin of more than 21-to-1.

Of course, some of this call buying -- especially at out-of-the-money strikes -- could have come at the hands of short sellers hedging. After all, during the last two reporting periods, short interest on JetBlue Airways Corporation (NASDAQ:JBLU) exploded nearly 30% to over 16 million shares. Nonetheless, a capitulation among "vanilla" bulls and/or another round of negative analyst attention could exacerbate selling pressure, if the airline stock resumes its longer-term trend lower.

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