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Mobileye Options Volume Explodes as Stock Soars

Mobileye NV (NYSE:MBLY) options pits are busy, with call volume nearing an annual peak

Feb 13, 2017 at 3:03 PM
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Shares of Mobileye NV (NYSE:MBLY) are trading near levels not seen since last September -- up 6.9% at $46.33 -- after the self-driving tech firm announced a partnership with Volkswagen to integrate its mapping service into the latter's vehicles by 2018. Options traders are piling onto MBLY, too, with volume at eight times the average intraday rate. Drilling down even further, 28,987 calls have traded so far -- on track to settle in the 99th annual percentile -- versus 17,305 puts.

Most active is MBLY's February 45 call, where it looks like one speculator may be selling to close her now in-the-money positions ahead of this Friday's expiration, and rolling the bullish position up and out to the March 48 strike. Meanwhile, on the put side, buy-to-open activity has been detected at the weekly 3/3 45.50 strike, as traders brace for a retreat back below $45.50 by expiration at the close on Friday, March 3 -- a time frame that includes the company's quarterly earnings report, due the morning of Wednesday, Feb. 22.

Widening the sentiment scope reveals it's been call buyers who've been busy in recent weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, speculative players have bought to open 5,699 calls in the past 10 trading sessions, compared to 531 puts. What's more, the resultant call/put volume ratio of 10.73 is ranked higher than all other comparable readings taken in the past year, meaning long calls have been initiated over puts at an annual-high clip.

Outside of the options pits, short interest surged 14.7% in the two most recent reporting periods, with a healthy 16.2% of MBLY's float now sold short. As such, it's possible that some of the recent call buying -- particularly at out-of-the-money strikes -- has been a result of short sellers hedging their bearish bets against any upside risk. However, should the shares continue to gain ground, a capitulation from some of the weaker bearish hands could translate into a fresh burst of buying power. In fact, it would take two weeks to cover all of MBLY's shorted shares, at the stock's average pace of trading.

Looking at the charts, Mobileye shares have surged more than 37% since hitting their most recent low of $33.69 in late December. Along the way, the stock has taken out several key technical trendlines -- including its 50-day and 200-day moving averages, historically strong "buy" signals, according to Schaeffer's Senior Quantitative Analyst Rocky White.

However, that's not to say a near-term breather is out of the cards, especially considering the stock's 14-day Relative Strength Index (RSI) has surged to 72, in overbought territory. However, any Mobileye NV (NYSE:MBLY) pullbacks could find a foothold near $44.50-$45.00 level, home to the security's late-January highs and a 61.8% Fibonacci retracement of its August-to-December sell-off.

MBLY shares daily chart

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