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Put Open Interest Hits Peak Levels On Mobileye NV (MBLY)

Despite a post-earnings price swing, Mobileye NV (MBLY) is holding its own on the charts

Nov 15, 2016 at 1:04 PM
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Self-driving tech expert Mobileye NV (NYSE:MBLY) reported an earnings win earlier, initially sending the shares up 2.5%. MBLY stock has since erased these gains, last seen down 1.3% at $39.25. And while MBLY isn't necessarily responding well post-earnings, it's holding its own on the charts -- on track to end a five-week stretch south of its 50-week moving average -- and there's a healthy amount of pessimism already priced in from traders both in and out of the options pits.

Drilling down, MBLY's 10-day put/call volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) of 1.90 sits higher than 71% of all other readings from the past 12 months. Simply stated, puts have been bought to open over calls at a faster-than-usual clip. What's more, roughly 53,000 puts were traded yesterday --an annual high -- and put open interest is now docked in the 98th percentile of its 52-week range, while overall option open interest is at the top of its annual range.

So far today, calls are outpacing puts, with around 10,000 contracts traded -- four times their average intraday rate. Most active option is the November 40 call, where it appears speculators are selling to close their positions ahead of this Friday's expiration. Earlier, MBLY hit an intraday peak of $40.79.

Elsewhere, short interest dropped 6.7% over the last reporting period, but these bearish bets still account for 16.3% of MBLY's float. It would take more than 11 days to cover these shorted shares, at Mobileye NV's (NYSE:MBLY) average daily volume.

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