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Options Traders Blast This 'Rotten to the Core' Tech Stock

OSI Systems options volume is at a 12-month peak

Dec 6, 2017 at 3:01 PM
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Shares of OSI Systems, Inc. (NASDAQ:OSIS) have plunged 31.3% to trade at $57.79 -- earlier hitting an annual low of $53.80 -- after Muddy Waters said it was betting against the tech stock. The noted short seller said the electronic screening provider was "rotten to the core," and that it's too reliant on a "turnkey contract in Mexico ... that appears to be egregious." With OSIS stock on the short-sale restricted list (SSR), traders are turning to options to place their bets.

At last check, 6,807 puts and 1,973 calls had traded on OSIS -- 100 times what's typically seen at this point in the day, and easily surpassing the previous 12-month high of 1,188 options traded in a single session, back on Jan. 26. What's more, the stock's 30-day at-the-money implied volatility of 109.6% is also at a 52-week peak.

Most of the action has centered at the January 2018 40- and 50-strike puts, where 3,896 contracts have collectively traded. It looks as if most of this activity could be of the buy-to-open kind, meaning speculators are betting on even bigger losses for OSIS shares over the next seven weeks.

Today's bear gap has OSI stock staring at a 24.3% year-to-date deficit -- putting the shares are risk for a round of analyst backlash. Currently, five brokerages cover OSI Systems, and all of them maintain a "strong buy" rating. Plus, the average 12-month price target of $104.20 stands at an 80% premium to current trading levels.
 

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