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Snap Call Options Popular on Reports of FAANG Partnership

SNAP call buyers are expecting more short-term upside for the shares

Jul 9, 2018 at 1:56 PM
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While fellow social media stock Twitter (TWTR) is swimming in red ink today, the shares of Snapchat parent Snap Inc (NYSE:SNAP) are higher this afternoon, after TechCrunch said the firm is "building a visual product search feature that delivers users" to Amazon.com (AMZN) listings. Reports of the FAANG partnership have also sent SNAP call options flying off the shelves today.

Snap stock was last seen 2% higher to trade at $13.80. After bottoming at a record low of $10.50 in May, the equity furiously rallied up to the $14 level, even embarking on a red-hot winning streak. However, the shares subsequently backed down from this area, which is where SNAP was trading before both a February bull gap and an early May bear gap, and is home to the security's 200-day moving average. In addition, the $15 region represents about half of SNAP stock's all-time high, and is home to the equity's year-to-date breakeven.

SNAP stock chart july 9

At last check, about 91,000 SNAP call options have changed hands -- twice the average intraday pace, and more than five times the number of puts exchanged so far. It appears speculators are expecting the social media stock to topple the aforementioned $14 level in the near term, buying to open the weekly 7/13 14-strike call -- the most popular option thus far, with more than 19,500 contracts traded. In addition, Trade-Alert points to buy-to-open activity at the July 14 call, which will move into the money if SNAP stock topples $14 by the close on Friday, July 20, when the front-month options expire.

However, even prior to today's Amazon buzz, options buyers were loading up on Snap calls. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 4.07 sits at the very top of its annual range -- indicating long calls have been initiated relative to puts at a much quicker-than-usual clip in the last two weeks.

Premium buyers will be happy to know that SNAP stock has tended to make outsized moves on the charts in the past year, relative to what the options market has priced in. This, according to the security's Schaeffer's Volatility Scorecard (SVS) of 93 out of 100.

 

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