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Call Players Pounce as Lifelock Inc (LOCK) Leaps on Go-Private Possibility

Lifelock Inc (LOCK) hit a two-year high earlier, as the stock reacts to a report the company could be taken private

Nov 11, 2016 at 2:18 PM
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Lifelock Inc (NYSE:LOCK) is on a technical tear this afternoon, after Bloomberg reported the company could be taken private in a $2 billion deal. The rumblings have sent the cybersecurity stock 8.7% higher at $19.17, and earlier to a two-year peak of $20.03. Meanwhile, the shares' intraday volume ranks in the 100th annual percentile, while their call options are also burning up.

Specifically, nearly 7,000 LOCK calls are on the tape -- seven times the expected intraday rate, putting them in the 99th percentile of their annual range. According to Trade-Alert, a sweep of 1,968 November 18 calls was bought to open for $0.45, for a total cash outlay of nearly $90,000 (premium paid * number of contracts * 100 shares per contract). The trader's goal is for the underlying to extend its run north of $18 through next Friday's close, when the series expires -- or risk losing the entirety of the premium paid.

Call buyers have been busy in recent weeks. In fact, at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open nearly six calls for every put during the past 20 sessions. Suffice it to say, these option bulls must be loving LOCK's breakout.

There's a caveat, though. Eleven percent of Lifelock's float is dedicated to short interest, equating to more than seven days' worth of trading activity, based on average volumes. In other words, some of the aforementioned call buyers -- especially those targeting out-of-the-money strikes -- may have been short sellers in disguise.

Regardless, now looks like a solid time to purchase premium on short-term LOCK options. The cybersecurity stock's Schaeffer's Volatility Scorecard (SVS) checks in at a high 70. In other words, the shares have tended to make large moves over the past year, relative to what the options market has priced in.

As mentioned earlier, Lifelock Inc (NYSE:LOCK) is fresh off a multi-year high. More broadly speaking, today's sharp gains are more of the same. The shares have been blazing a path higher since bottoming at $9.14 on February, more than doubling in value over the roughly 10-month span.

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