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Calls Fly Off the Shelves as Cyberark Software Ltd (CYBR) Rallies

Cyberark Software Ltd (CYBR) seems to be profiting from Yahoo! Inc.'s (YHOO) misfortune

Sep 23, 2016 at 11:01 AM
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While Yahoo! Inc. (NASDAQ:YHOO) sinks on Thursday's news of a massive data breach, cybersecurity firms may be reaping the rewards. In particular, Cyberark Software Ltd (NASDAQ:CYBR) has added 2.3% to $51.90 this morning, following upbeat comments from an analyst at Wells Fargo, who noted the sector's "revenue multiples are still compressed relative to historical levels and that free cash flow profiles have substantially improved." Options traders have been quick to chime in, too, with CYBR calls flying across the tape at five times the usual intraday rate.

Digging right in, the stock has seen roughly 1,300 call options change hands this morning, compared to 228 put options, landing call volume on pace to finish in the 99th percentile of its annual range. Most active by far is the October 52.50 call, where it seems safe to assume traders are purchasing new positions. As such, the goal is for CYBR to extend its rally beyond the just-overhead $52.50 level by the front-month option's expiration, on Friday, Oct. 21.

Today's extreme appetite for calls marks a change of pace for CYBR, however. The stock's Schaeffer's put/call open interest ratio (SOIR) of 0.56 currently sits higher than 85% of the past year's readings, indicating near-term traders have actually been less call-skewed than usual toward the stock lately.

There is a fair amount of pessimism toward CYBR outside of the options pits, as well. While short sellers have been begun backing off in recent weeks, these bearish bets still account for a notable 7% of the stock's total float. Continued short covering could add fuel to CYBR's already impressive rally.

Speaking of which, the stock has put in strong technical performance in recent months, adding 65% since its February annual low of $31.50. The shares have pulled back since hitting a 12-month high just shy of the $60 mark earlier this month, but have found a strong area of support at the round $50 level, which also home to peak put open interest. This region also coincides with Cyberark Software Ltd's (NASDAQ:CYBR) supportive 20- and 80-week moving averages.

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