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Most Active Options: Amazon.com, Inc. and Netflix, Inc.

Options traders have taken mixed approaches to Amazon.com, Inc. (AMZN) and Netflix, Inc. (NFLX), ahead of Black Friday and the Gilmore Girls revival

Nov 25, 2016 at 11:31 AM
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The 20 stocks listed in the table below have attracted the highest options volume during the past 10 trading days. Stocks highlighted are new to the list since the last time the study was run, and data is courtesy of Schaeffer's Senior Quantitative Analyst Rocky White. Two stocks attracting notable attention are internet giants Amazon.com, Inc. (NASDAQ:AMZN) and Netflix, Inc. (NASDAQ:NFLX), in the spotlight amid Black Friday and "Gilmore Girls" excitement, respectively.

Most Active Options November 25

While analysts are firmly in AMZN's bullish camp, and short sellers have been backing off, options traders have been less than optimistic of late. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 50-day put/call volume ratio of 0.93 sits higher than nearly two-thirds of the past year's readings, indicating a bigger-than-usual preference for long puts over calls. On either side of the tape, near-term options buyers have been snagging a bargain on AMZN and its fellow "FANG" stocks of late.

Today AMZN options are trading just above their typical intraday volume, with calls and puts running nearly even, and the weekly 11/25 series accounting for nine of the stock's 10 most active strikes. Leading the action so far is the 780-strike put, where it looks like a few traders are buying to open last-minute positions. Buyers of the puts are betting on AMZN to retreat beneath the strike through this afternoon's early close, when the weekly series expires.

Today's data so far suggest online Black Friday sales are particularly strong this year -- a boon for Amazon.com, Inc. (NASDAQ:AMZN),  which has been offering a rotating selection of deals since the beginning of the month. Today the stock is up 0.1% at $780.61, widening its year-to-date lead to 15.5%. But some hesitancy among speculators is understandable, as the shares have been running into trouble in recent weeks in the $785-$795 region, which corresponds to AMZN's overhead 80-day moving average.

NFLX options are running unusually slow today, amid a generally low-volume session across the markets. Calls are crossing at twice the rate of puts, but that doesn't mean all the action is bullish. In fact, some sell-to-open activity has been detected at NFLX's weekly 12/2 121-strike calls. That means traders are betting on a ceiling for the stock through the end of next week.

From a longer-term perspective, call buying continues to be a popular strategy in NFLX's options pits. The equity's 10-day call/put volume ratio at the ISE, CBOE, and PHLX clocks in at 1.47 -- higher than 80% of all comparable readings from the past 12 months. And like AMZN, NFLX is also among the stocks offering near-term options at attractive prices at the moment.

Outside of the options arena, Netflix, Inc. (NASDAQ:NFLX) has seen its fair share of pessimism lately, too. In fact, short interest on the stock edged higher during the most recent reporting period, and now represents 7.3% of its available float. Plus, 13 analysts currently rate NFLX a "hold" or worse. But even though the shares have pulled back sharply from their late-October post-earnings highs -- and are fractionally lower at $117.67 this morning, despite upbeat buzz about the "Gilmore Girls" revival, released today -- the stock is still seated comfortably above support at its 40-day moving average.

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