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Out-of-the-Money Apple Calls Popular Ahead of iPhone Event

Sentiment is bullish in the options pits

Sep 11, 2017 at 12:27 PM
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The big Apple Inc. (NASDAQ:AAPL) product unveil is finally upon us -- almost. The tech giant will host an event tomorrow where it's expected to release the newest iPhones. But while the stock is up 2.1% today at $161.89, it actually just wrapped up a four-day losing streak. Still, sentiment among AAPL options traders appears bullish heading into the iPhone release, with some expecting Apple stock to rally to fresh record highs in the coming weeks. 

Starting with data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity has a 10-day call/put volume ratio of 2.31 -- showing call buying has more than doubled put buying over the last two weeks. Plus, this reading outranks three-fourths of all others from the past year, showing this bullish bias is relatively rare. 

Looking at the top increases in open interest during the past 10 days, the October 170 call stands out, ranking third on the list. Data from the major options exchanges shows a near-even split of buy- and sell-to-open action at this strike. Those buying the calls expect Apple stock to climb above $170 by the close on Friday, Oct. 20, when the contracts expire, while the call writers are betting on this level serving as a short-term technical ceiling. 

Also seeing heavy interest during this time frame was the September 162.50 call, where most traders were buying to open positions. These contracts expire at the close on Friday, Sept. 15, so options traders are expecting AAPL to take out this price point by the end of this week.

In today's trading, calls are again active. In fact, Apple's single-day put/call volume ratio of 0.47 sits below 82% of similar readings from the past year. New positions are seemingly being opened at the September 160, 162.50, and 165 calls, as traders bet on a post-event rally from the shares. 

If you want to trade the event with options, you'll have to pay up. Specifically, the security's 30-day at-the-money implied volatility has jumped to 24.2%, which ranks in the 87th annual percentile, hinting at strong demand for near-term options. At the same time, AAPL has a Schaeffer's Volatility Scorecard (SVS) of 91, meaning it's shown a tendency to make bigger-than-expected moves on the charts over the past year, compared to what the options market has priced in. 

And while optimism builds among options traders, short sellers has continued to hit the exits. After falling another 3% in the latest reporting period, short interest on Apple is now the lowest it's been since at least 2002. 

It's hard to blame these bears for hitting the exits, since the stock is up 57% over the past 12 months, and hit a record high of $164.94 on Sept. 1. Plus, today's pop has AAPL back above the 20-day moving average, a trendline that's offered solid support since late July. 
 

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