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Tesla Motors Inc (TSLA) Put Buying Hits Peak Levels

Tesla Motors Inc (NASDAQ:TSLA) puts have been bought to open over calls at an annual-high clip of late

Sep 13, 2016 at 3:30 PM
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Tesla Motors Inc (NASDAQ:TSLA) is down 1.7% at $194.86, after Cowen and Company initiated coverage on TSLA stock with an "underperform" rating and a $160 price target. Additionally, Jim Chanos -- who is short both TSLA and SolarCity Corp (NASDAQ:SCTY) -- called the merger between the two Elon Musk firms "crazy," and said SolarCity Corp (NASDAQ:SCTY) will turn Tesla into "a walking insolvency." This bearish bias is seen in the options pits, too, where put buying has been picking up speed in recent weeks.

In fact, at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), TSLA's 10-day put/call volume ratio has jumped to 1.34 from 0.86 since the start of the month. What's more, the current ratio ranks higher than all other comparable readings taken in the past year, meaning puts have been bought to open over calls at an annual-high clip.

Meanwhile, TSLA's front-month gamma-weighted Schaeffer's put/call open interest ratio (SOIR) is docked at a top-heavy 1.70. What this means is that near-the-money puts nearly double calls among options housed in the monthly September series.

Drilling down the front month options, peak put open interest of nearly 12,200 contracts is found at TSLA's September 200 put. According to the major options exchanges, the bulk of these puts have been bought to open in recent months, suggesting options traders are betting on TSLA to be sitting south of $200 at this Friday's close, when the series expires.

On the charts, TSLA lost its short-term foothold atop the $200 mark during last week's analyst-induced slide -- with the round level now seemingly serving as resistance. Off the charts, while rumors are circulating that Apple Inc. (NASDAQ:AAPL) may be readjusting its self-driving car project, General Motors Company's (NYSE:GM) electric Chevy Bolt is reportedly beating TSLA's Model 3 in the miles-per-range game.

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