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Yelp Inc (YELP) Options Volume Pops on Fresh High

Yelp Inc (YELP) tapped a new annual high on social media sector tailwinds and a share conversion

Sep 23, 2016 at 2:09 PM
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Online review site Yelp Inc (NYSE:YELP) is bucking the broad-market trend lower, adding 3% to $39.61 after hitting a fresh annual high at $41.17 earlier today. Aside from sector tailwinds from Twitter Inc's (NYSE:TWTR) M&A-related pop, the stock may be rallying on news of this morning's stock conversion, combining its Class A and Class B shares into a single common stock. While some traders may see this as a move to potentially set up YELP for a buyout of its own, an analyst at Wedbush expressed an opinion that this probably doesn't mean "an acquisition is imminent." Options traders are getting in on the action, with YELP calls enjoying a rare surge -- though not all of the activity is bullish.

At last check, YELP call options were trading at seven times the average intraday pace, more than doubling the number of puts changing hands. In fact, call volume is on track to end the day just 4 percentage points from an annual high. Most active so far is the now in-the-money January 2017 39-strike call, with a mix of buyer- and seller-driven activity spotted.

Also popular today is the January 2017 41-strike call, where a block of 1,000 contracts was sold to open this morning, according to the International Securities Exchange (ISE). At $4.20 per contract, the call seller collected a total premium of $420,000 ($4.20 * 1,000 contracts * 100 shares per contract). The goal is for YELP to remain below the strike price and for the calls to expire worthless on Friday, Jan. 20. But this could be a risky bet, considering the shares popped above $41 just hours ago.

YELP is no stranger to bearish bets, with "vanilla" skeptics buying puts at a rapid-fire rate lately. In fact, puts have been bought to open at more than twice the rate of calls over the past two weeks, per the stock's 10-day put/call volume ratio of 2.11 on the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Moreover, this ratio sits higher than 96% of all readings in the past year. Likewise, YELP has a Schaeffer's put/call open interest ratio (SOIR) of 1.62 -- just 2 percentage points from a 12-month high.

Bearish sentiment is prevalent outside of the options pits, as well. Short interest on YELP has dropped by more than 40% during the two most recent reporting periods, but still represents a healthy 7.3% of the stock's total float -- indicating a fair amount of buying power still waiting on the sidelines.

A round of upbeat brokerage attention could be in YELP's future, too. Currently 15 out of 26 analysts rate the shares a "hold" or "strong sell." But the stock already got one nod today in a report from Cantor Fitzgerald, which noted strength in internet stocks this week, and called out YELP as one of its top picks.

On the technical front, Yelp Inc (NYSE:YELP) seems deserving of much more optimism than it's been getting lately. The shares have added 37.5% year-to-date -- and even before today's surge had outperformed the broader SPX 500 Index (SPX) by more than 25 percentage points over the last three months -- riding higher atop support from their 30-day moving average.

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