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Netflix, Inc. (NFLX) Hurdles $100, Sparking Bullish Options Betting

Netflix, Inc.'s (NFLX) "Luke Cage" has been a huge hit

Oct 3, 2016 at 12:59 PM
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Netflix, Inc. (NASDAQ:NFLX) shares are flexing their proverbial muscle, after an outstanding debut of the company's "Luke Cage" series. An overwhelming response to the show may have briefly broke NFLX over the weekend, and has sent the stock 4.5% higher to $102.94 -- above the key century mark -- with a potential assist from lingering M&A tailwinds. Meanwhile, traders are pouring into NFLX's options pits.

At last check, calls are trading at double the usual intraday clip, and speculators are targeting the weekly 10/7 series, which accounts for nine of the 10 most active strikes. Leading the way is the weekly 10/7 102-strike call, which is in the money amid the stock's breakout. All signs point to newly purchased positions here, meaning traders are counting on extended upside through Friday's close, when the series expires.

Calls have been hot in recent weeks, too, per data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, traders have bought to open 1.52 NFLX calls for every put, with the corresponding call/put volume ratio registering in the bullishly skewed 82nd annual percentile.

Likewise, NFLX's Schaeffer's put/call open interest ratio (SOIR) checks in at 0.81, with calls outstripping puts among options in the front three-months' series. In fact, the SOIR ranks in the low 15th percentile of its 12-month range, confirming a pronounced bias toward short-term calls.

Speaking of which, now is a good time to purchase premium on near-term NFLX options. The stock's Schaeffer's Volatility Index (SVI) of 55% ranks below 71% of all readings from the past year, suggesting relatively muted volatility expectations are being priced in.

Technically speaking, Netflix, Inc.'s (NASDAQ:NFLX) foray into triple-digit territory is significant, as the round $100 level has acted as a stubborn layer of resistance lately. More broadly speaking, since bottoming just below $85 in mid-July, the shares have tacked on nearly 22%, putting a key trendline in the rearview mirror.

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