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Options Hot on Surging Cronos, Tilray Stocks

TLRY stock hit a record high earlier

Aug 20, 2018 at 2:57 PM
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Weed stocks have been blasting higher in recent weeks, and today's price action is no different. Cronos Group Inc (NASDAQ:CRON) was last seen trading up 13.2% at $7.40. But while CRON has added 21.5% so far in August -- pacing toward its best month since February -- it is struggling to surpass the $7.50-$8.00 region, which has kept a tight lid on the shares since a late-March bear gap.

cron stock daily chart aug 20

Options traders today are betting on a quick breakout above here, though. More than 12,000 CRON calls have traded already today -- seven times what's typically seen, and volume pacing in the 100th annual percentile. Most active is the September 7.50 call, which is likely being bought to open for a volume-weighted average price of $0.52. If this is the case, breakeven for call buyers at expiration is $8.02 (strike plus premium paid).

It's certainly an attractive time to buy September call options on Cronos. The stock's 30-day at-the-money implied volatility (IV) of 79.9% ranks in the 13th annual percentile, meaning short-term options are pricing in low volatility expectations at the moment. Plus, CRON's 30-day IV skew of 14.9% ranks in the 87th percentile of its annual range, indicating calls have rarely been more cheaper than puts, from a volatility perspective.

The shares of Tilray Inc (NASDAQ:TLRY) have surged 15.9% to trade at $35.56, fresh off a record high of $36.30. TLRY stock -- which priced its initial public offering (IPO) at $17 per share back on July 18 -- is now boasting a positive month-to-date return of 62.2%.

Analysts have been bullish on TLRY in recent weeks, while Citron Research called the stock "best in class" last Wednesday, issuing a $45 price target. Options traders appear to be upbeat, too, with call volume quadrupling the expected intraday pace so far today. Traders appear to be purchasing new positions at the September 30 and 35 calls, eyeing more upside over the next several weeks -- a time frame that includes Tilray's second-quarter earnings report, due after the close next Tuesday, Aug. 28.

 
 

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