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Apple Boost Sparks Options Frenzy On VirnetX Holding Corporation (VHC)

VirnetX Holding Corporation (NYSEMKT:VHC) is soaring after a favorable patent infringement ruling

Oct 3, 2016 at 10:42 AM
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Both stock and options volume are soaring on VirnetX Holding Corporation (NYSEMKT:VHC) today, after a judge ordered iPhone parent Apple Inc. (NASDAQ:AAPL) to pay VHC $302.4 million over patent infringement. This isn't the first time the two have faced off in court, and the lawsuit will now move to the U.S. Court of Appeals. Nevertheless, VHC stock has surged 34.3% to trade at $4.11 -- while options volume is running at 13 times what's typically seen at this point in the day.

By the numbers, around 5,750 calls have changed hands in VHC's generally lightly traded options pits, compared to about 1,250 puts. The majority of the action has centered at the stock's October 5 call, but it's not easy to tell whether speculators are opening or closing positions. Earlier, the stock topped out at an intraday high of $5.13 -- the first time it's explored the north side of $5 since a late-June bear gap.

In recent weeks, speculators at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) have shown a preference for long calls over puts. Specifically, VHC traders have bought to open 2.52 calls for each put in the last 10 sessions.

Echoing this call-skewed bias is VHC's gamma-weighted Schaeffer's put/call open interest ratio (SOIR) of 0.49. What this shows is that near-the-money calls more than double puts among options set to expire in three months or less.

However, with more than 29% of VHC's float sold short, a portion of this recent call buying -- particularly at out-of-the-money strikes -- could be a result of short sellers hedging their bearish bets against any upside risk. Technically, VirnetX Holding Corporation (NYSEMKT:VHC) came into the session in the red on a year-over-year basis. However, today's bull gap has sent the stock into positive 52-week territory, and has helped fill a late-July bear gap.

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