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Netflix, Inc. (NFLX) Nosedive Attracts Options Action

Netflix, Inc. (NFLX) options traders are busy picking up short-term bets

Sep 21, 2016 at 1:09 PM
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Netflix, Inc. (NASDAQ:NFLX) is getting slammed today, trading 4.9% lower at $93.48, after analysts at research firm M Science reportedly warned that third-quarter domestic subscriber growth has been negatively impacted by customer cancellations due to recent price hikes. The drop also comes after Netflix CFO David Wells said the company is looking to achieve a goal of 50% original content. Against this backdrop, action is heating up in the options pits.

NFLX is no stranger to losses, giving up 18% year-to-date and continually running into trouble at its 200-day moving average, as well as the century $100 level. But today's slide has the shares losing a foothold above $95, which has kept NFLX's drops in check since mid-August. 

NFLX options are trading at twice the expected intraday rate so far, which is all the more significant as options action has been rather quiet of late. In fact, open interest is seated in the low 16th percentile of its annual range. Today, however, options volume is running on pace for the 90th percentile of its 12-month range, with calls holding a modest lead over puts.

Drilling down, the weekly 9/23 series is dominating today's activity, accounting for eight of NFLX's 10 most active options. Topping the list are the 95-strike put and call, respectively, with possible buy-to-open action spotted at both. Buyers of the put are hoping NFLX will stay below the strike price through the close this Friday, when the weekly series expires, while call buyers are betting on a quick rebound.

Call buying has been vastly popular among NFLX options traders for months. In fact, the stock's 50-day day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is currently docked at an annual high of 1.44. Near-term traders are close to a call-skewed extreme as well, with NFLX's Schaeffer's put/call open interest ratio (SOIR) of 0.82 seated lower than 85% of the past year's readings.

There are a few bears around, however. Short interest currently represents 7.8% of NFLX's available float, or nearly a week's worth of trading, at the stock's typical daily pace. But these levels have been slowly dwindling since short interest topped out at a two-year high in February.

Despite the stock's recent technical difficulties, more than half of the brokerage firms providing coverage still rate NFLX a "buy" or better. And the average 12-month price target of $104.12 sits at a level the shares haven't seen since before their April post-earnings bear gap. That means future downgrades or price-target cuts could well be on the way, if Netflix, Inc. (NASDAQ:NFLX) can't change directions soon.

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