Schaeffer's Top Stock Picks for '25

Most Active Weekly Options: Wynn Resorts, Limited and Sarepta Therapeutics Inc

Weekly options have been hot on Wynn Resorts, Limited (NASDAQ:WYNN) and Sarepta Therapeutics Inc (NASDAQ:SRPT)

Oct 3, 2016 at 2:30 PM
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The 20 stocks listed in the table below have attracted the highest weekly options volume during the past 10 trading days. Stocks highlighted are new to the list since the last time the study was run, and data is courtesy of Schaeffer's Senior Quantitative Analyst Rocky White. Two notable names are casino stock Wynn Resorts, Limited (NASDAQ:WYNN) and drugmaker Sarepta Therapeutics Inc (NASDAQ:SRPT).

most active weekly options october 3

Better-than-expected Macau gaming revenue is helping casino stocks buck the broad-market trend lower, with WYNN last seen up 1.8% at $99.16. However, the sector has been outperforming all year, with WYNN stock, specifically, boasting a 43% lead in 2016. Echoing this tenacity on the charts, the security's pullback on Friday found a foothold atop several layers of technical support.

In the options pits, WYNN calls are trading at 1.5 times what's typically seen at this point in the day, and are outpacing puts by a nearly 3-to-1 margin. A number of traders are drilling down on the weekly 10/7 strikes, with this series accounting for seven of WYNN's 10 most active options. Receiving the most attention is the equity's weekly 10/7 106-strike call, where new positions are being initiated -- and are possibly being sold to open as traders eye a short-term ceiling.

More broadly speaking, Wynn Resorts, Limited speculators have bought to open calls over puts at a faster-than-usual clip of late. WYNN's 10-day call/put volume ratio of 2.46 on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) ranks in the 88th percentile of its annual range.

SRPT had a monster September -- thanks to a big regulatory win for its Duchenne muscular dystrophy drug, and subsequent round of bullish brokerage attention -- rallying almost 136%. As such, the stock's 14-day Relative Strength Index (RSI) closed last Friday in oversold territory at 77. This may explain why SRPT is down 1.2% at $60.67 today -- even after Jefferies boosted its price target to $58 from $50.

In SRPT's options pits, calls are outpacing puts this afternoon, albeit amid relatively light volume. While the stock's longer-term January 2017 70-strike call has garnered the most attention, weekly options traders appear to be betting on additional losses through Friday's close. Specifically, it looks like SRPT's weekly 10/7 60-strike put is seeing some buy-to-open activity.

Widening the sentiment scope reveals short-term traders are more put-heavy than usual toward Sarepta Therapeutics Inc. Specifically, the stock's Schaeffer's put/call open interest ratio (SOIR) -- which measures open interest configurations in the front three-months' series of options -- of 1.04 ranks higher than 80% of all comparable readings taken in the past year.

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