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Pre-Event Optimism Builds On Alphabet Inc (GOOGL)

Alphabet Inc (NASDAQ:GOOGL) is expected to take aim at Apple Inc. (NASDAQ:AAPL) and Amazon.com, Inc. (NASDAQ:AMZN) at its product reveal today

Oct 4, 2016 at 10:29 AM
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Shares of Alphabet Inc (NASDAQ:GOOGL) are up 0.6% at $805.31, as optimism grows ahead of the tech titan's big product reveal later today. With the event scheduled for noon ET, expectations are high that GOOGL will respectively take aim at Apple Inc. (NASDAQ:AAPL) and Amazon.com, Inc. (NASDAQ:AMZN) with new smartphones and a voice-controlled speaker system. While GOOGL stock is enjoying a pre-event lead, calls are outpacing puts by a more than 2-to-1 margin in the equity's options pits.

This morning's call-skewed action just highlights the more recent trend seen in GOOGL's options arena. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the security's 10-day call/put volume ratio of 1.72 ranks in the 71st annual percentile. In other words, calls have been bought to open over puts at a faster-than-usual clip.

What's more, GOOGL's Schaeffer's put/call open interest ratio (SOIR) of 0.76 rests lower than 89% of all comparable readings taken in the past year. Simply stated, speculative players are more call-heavy than usual toward options set to expire in three months or less.

While now-expired September weekly options account for eight of the 10 largest open interest increases GOOGL has seen in the last two weeks, the front-month October 840 call is on the list. In fact, this strike is home to peak open interest in the standard October series, and -- according to data from the major options exchanges -- has seen an influx of buy-to-open activity of late. In other words, call buyers expect GOOGL to break out above $840 by the time the options expire at the close on Friday, Oct. 22.

Regardless of where the stock settles, risk to the options buyers is limited to the premium paid. And similar to fellow tech titan AAPL, now appears to be a prime time for premium buyers to strike on GOOGL. Specifically, the stock's Schaeffer's Volatility Index (SVI) of 15% ranks lower than all comparable readings taken in the past year, meaning premium on the security's near-term options is attractively priced -- from a volatility perspective.

Looking at the charts, the highest GOOGL has ever traded is $819.06 -- which it hit on Sept. 22, thanks to an upbeat analyst note. Longer term, the stock has surged more than 19% since bottoming at a year-to-date low of $672.66 in late June. As such -- and despite a few detractors -- 93% of brokerages following Alphabet Inc (NASDAQ:GOOGL) maintain a "buy" or better rating.

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