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Ciena Corporation (CIEN) Options Volume Swells as Sector Weighs

Ciena Corporation (NYSE:CIEN) is struggling amid sector-wide headwinds

Oct 12, 2016 at 1:59 PM
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It's a tough day for tech stocks, after a handful of heavyweights offered up disappointing earnings outlooks. Networking specialist Ciena Corporation (NYSE:CIEN) is one name that's suffering, and following sector peer Cisco Systems, Inc. (NASDAQ:CSCO) into the red, last seen down 1.7% at $21.05. And while CIEN's options pits are on fire -- with 21,800 contracts traded, or nine times what's typically seen at this point in the day -- calls are outpacing puts by a more than 3-to-1 margin on the stock.

Drilling down, roughly 17,000 call options have changed hands in CIEN's options pits, versus fewer than 5,000 put options. As a point of comparison, CIEN's average daily volume arrives at 3,551 total options. Most active are the stock's January 2017 22- and 26-strike calls, which Trade-Alert suggests are part of a roll down. In other words, one options trader readjusted her bullish bet by selling to close her higher-strike calls and buying to open the lower-strike calls.

Widening the sentiment scope reveals options traders at the major exchanges have shown a preference for long calls over puts in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), CIEN has racked up a top-heavy 50-day call/put volume ratio of 7.53 -- in the elevated 76th percentile of its annual range.

Echoing this call-heavy backdrop is the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.39, which ranks lower than 65% of all comparable readings taken in the past year. Simply stated, short-term speculators are more call-skewed than usual toward CIEN. In fact, there are currently 97,753 open calls on CIEN -- in the 94th annual percentile.

Looking at the charts, although Ciena Corporation (NYSE:CIEN) has rallied 35% off its mid-May annual low near $15.62, it recently encountered resistance near the $23.60 region -- home to its December pre-bear gap levels. Nevertheless, today's decline has found a firm foothold in the $20.50-$20.60 neighborhood, which roughly coincides with CIEN stock's year-to-date breakeven level and a 50% Fibonacci retracement of its November highs and May lows.

CIEN daily chart october 12

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