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Options Bulls Double Down on Flailing Cannabis Stock

The security has shed 60% over the past nine months

Digital Content Manager
Nov 22, 2021 at 3:10 PM
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Cannabis name Tilray Inc (NASDAQ:TLRY) is slipping today, last seen down 3.2% to trade at $10.59. The stock was also left out of last week's roundup of 12 blazing hot weed stocks, after its recent rally off the $14 level lost steam last week, and the shares pulled back to the familiar $10 level. TLRY is also back below its 40-day moving average, which was reclaimed after a long run as resistance. Over the past nine months, TLRY has shed 60%.

TLRY 40 Day

Despite this negative price action, Tilray stock just popped up on Schaeffer's Senior Quantitative Analyst Rocky White's list of names that have attracted the highest weekly options volume over the last two weeks, with new names to the list highlighted in yellow. Specifically, 505,279 weekly calls and 89,257 weekly puts have crossed the tape in this time frame. The most popular contract by far during that two-week period was the 11/12 13-strike call.

MAO 1122   

It seems like this penchant for calls has been the norm lately. This is per the security's 50-day call/put volume ratio of 6.86 at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which stands higher than 82% of readings from the past year. This indicates calls have been getting picked up at a much faster-than-usual pace in the last two months.

The brokerage bunch is not so optimistic, with 12 of the 15 analysts in question calling TLRY a tepid "hold" or worse. Short sellers have been piling on the equity, too, with short interest up 13.2% over the last two reporting periods. Now, the 43.30 million shares sold short make up a whopping 9.8% of the stock's available float.

Options sure look like a great way to weigh in on TLRY's next move. The security’s Schaeffer's Volatility Index (SVI) of 96% stands higher than just 8% of readings from the last 12 months, suggesting options players are pricing in low volatility expectations at the moment.

 

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