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GoPro Inc, Fitbit Inc Options Hot Amid Small-Cap Rally

Options traders have taken different approaches on GoPro Inc (NASDAQ:GPRO) and Fitbit Inc (NYSE:FIT)

Nov 23, 2016 at 1:06 PM
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It's no secret the major U.S. stock indexes have rallied to all-time highs, but small-cap equities haven't been left behind. In fact, if the Russell 2000 Index (RUT) closes higher today, it'll mark an incredible 14th straight win -- the small-cap benchmark's longest win streak since 1996. Amid this hot streak, options traders have been targeting two small-cap stocks that could be directly affected by the holiday season: action camera maker GoPro Inc (NASDAQ:GPRO) and wearable tech concern Fitbit Inc (NYSE:FIT). Let's take a look at how traders are lining up behind GPRO and FIT. 

Starting with GPRO, options traders have been taking a mostly bearish stance on the stock in recent weeks. The shares have a 10-day put/call volume ratio of 1.23 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Not only does this ratio show long puts have been more popular than calls, but it ranks just 7 percentage points from a 12-month high. 

Digging deeper, the most popular GPRO option -- and most popular small-cap option, for that matter -- during the past two weeks, based on open interest added, was the January 6 put, with nearly 36,000 new positions established. Data from the major options exchanges reveals notable buy-to-open activity here, meaning traders have been betting on a steeper pullback in the weeks ahead.

For reference, GoPro Inc's (NASDAQ:GPRO) all-time low comes in at $8.62, touched back in May. The shares were last seen at $9.85, meaning they've lost more than 44% since their near-term high of $17.68 from early October -- in spite of a broader RUT rally. On the plus side, GPRO's 14-day Relative Strength Index (RSI) was 25 as of Monday's close, meaning the stock has been oversold, and could be due for a short-term bounce. 

Conversely, FIT options traders have been decidedly call-skewed in recent weeks. The stock's 10-day call/put volume ratio across the ISE, CBOE, and PHLX is 3.12. On top of that, FIT's Schaeffer's put/call open interest ratio (SOIR) comes in at 0.49, meaning call open interest more than doubles put open interest among options expiring within three months. 

Looking closer at the data, the weekly 12/2 9-strike call has seen the largest increase in open interest during the past two weeks of all FIT options. Traders have indeed been buying to open positions here, anticipating a breakout above the $9 level before the options expire at next Friday's close. Perhaps they're hoping for a Black Friday sales jolt?

Like GPRO, Fitbit Inc (NYSE:FIT) shares have had a rough 2016, losing roughly 71% of their value, last seen at $8.65. Earlier this month, the stock fell to a record low of $8.33, following a rough earnings report and holiday forecast. At the same time, FIT is now technically oversold, sporting an RSI of 25, so the underperforming small-cap stock may be due for a bounce, as well. 

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