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Alibaba Group Holding Ltd (BABA) Option Bulls Eye a Quick Bounce

Alibaba Group Holding Ltd (NYSE:BABA) is taking a breather from its recent run higher

Sep 29, 2016 at 12:27 PM
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Options volume is running at a faster-than-usual clip on Alibaba Group Holding Ltd (NYSE:BABA), as the stock pulls back following its recent run on the charts. While today's decline comes amid rumors Wal-Mart Stores, Inc. (NYSE:WMT) may invest in Indian e-commerce firm Flipkart -- of which BABA has already taken a stake -- BABA stock was nevertheless down 3.2% at $105.19, even after Deutsche Bank raised its price target to $138 from $109. Calls, meanwhile, are outpacing puts by a more than 2-to-1 margin, with a number of options traders eyeing a quick bounce for BABA.

Specifically, the stock's weekly 9/30 105- and 106-strike calls have seen the most action, and it seems safe to assume new positions are being purchased. In other words, speculators are betting BABA will reverse course and resume its longer-term uptrend by tomorrow's close, when the weekly options expires. Should the calls expire out of the money, though, the most the options buyers have risked is the initial cash outlay.

Today's call-skewed session is just more of the same in BABA's options pits, though. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's top-heavy 10-day call/put volume ratio of 2.87 ranks in the 95th percentile of its annual range. In other words, calls have been bought to open over puts at a near-annual-high clip.

What's more, BABA's Schaeffer's put/call open interest ratio (SOIR) of 0.56 ranks lower than 89% of all comparable readings taken in the past year. Simply stated, speculative players are more call-heavy than usual among options set to expire in three months or less.

Looking at BABA's technical backdrop, it makes sense why options traders have been rushing toward long calls in recent weeks. The stock has surged 30% year-to-date -- and hit a fresh 52-week peak of $109.87 yesterday. However, with a healthy 10.5% of Alibaba Group Holding Ltd's (NYSE:BABA) float sold sort, some of this activity may be a result of short sellers hedging their bearish bets against any additional upside risk.

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