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Twitter Inc (TWTR) Gaps Higher on Rekindled M&A Hopes

Twitter Inc (TWTR) stock is exploding higher on the LinkedIn Corp (LNKD) buyout

Jun 13, 2016 at 10:31 AM
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Twitter Inc (NYSE:TWTR) has started fast out of the gate, popping 8.4% to trade at $15.20. The stock's rapid ascent may be due to renewed buyout hopes, after social media peer LinkedIn Corp (NYSE:LNKD) was scooped up for a cool $26 billion in cash. Today's bullish gap should come as a welcome development for TWTR options traders, who have been buying to open calls over puts at a rapid-fire rate in recent weeks.

Diving right in, TWTR's 10-day call/put volume ratio across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) has swelled to 4.12 -- with more than four calls bought to open for each put. What's more, this ratio ranks in the bullishly skewed 89th annual percentile.

If that's not enough, TWTR's Schaeffer's put/call open interest ratio (SOIR) checks in at 0.40, with calls more than doubling puts among options with a shelf-life of three months or less. Notably, this SOIR is the lowest it's been in the past year, signaling an extreme call-skew among short-term options traders. This is bearing out in today's trading, with more than 54,000 calls on the tape versus fewer than 10,000 put options.

It should be said that not all of the call buyers are necessarily bullish toward TWTR. For one, short interest on the stock rocketed over 40% during the last two reporting periods, and now accounts for 13.4% of its total float. For another, the shares have been disastrous in 2016, technically speaking. Even after accounting for the upside gap, TWTR has lost 34.3% on a year-to-date basis.

Given the stock's terrible technicals and high short-interest levels, it's possible short sellers have been buying to open calls to serve as protection against a surprise move higher (like today's). At the same time, a capitulation among unhedged shorts could add fuel to Twitter Inc's (NYSE:TWTR) fire.

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