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Qorvo Inc, Skyworks Solutions Inc Hit New Lows; Option Volume Soars

QRVO and SWKS are lower after QCOM's joint venture sparked competition concerns

Jan 13, 2016 at 12:35 PM
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Chipmakers Skyworks Solutions Inc (NASDAQ:SWKS) and Qorvo Inc (NASDAQ:QRVO) are swimming in red ink, due to expected competition from QUALCOMM, Inc.'s (NASDAQ:QCOM) new partnership with Japan's TDK Corp. QRVO is now sitting on the short-sale restricted list, and both stocks are exploring new lows amid accelerated options activity.

SWKS is down 4.8% at $63.45, and earlier touched an annual low of $63.26. It's been a rough start to the year for the Apple Inc. (NASDAQ:AAPL) supplier, down 17.4% in 2016 -- and sitting south of former support in the $75 range -- amid concerns about iPhone sales. The equity's 14-day Relative Strength Index (RSI) is now in oversold territory.

Today, SWKS options are flying off the shelves at twice the average intraday clip, and the weekly 1/22 63-strike put is most active. It looks like traders are buying the put to open at a volume-weighted average price (VWAP) of $1.22, meaning the buyers will make money the steeper SWKS slides beneath $61.78 (strike minus VWAP) -- and into new-low territory -- by the close on Friday, Jan. 22, when the options expire.

In light of SWKS' swoon, delta on the put has nearly doubled overnight, to negative 0.40 from negative 0.22 at last night's close. In other words, the option has about a 40% chance of expiring in the money next week.

Bearish bets have become more popular during the recent iPhone speculation. However, Skyworks Solutions Inc (NASDAQ:SWKS) still boasts 17 "buy" or better ratings from analysts, with not a single "sell" in sight. Plus, the average 12-month price target of $103.26 stands at a steep premium to SWKS' new low. A round of downgrades or price-target cuts could exacerbate selling pressure on SWKS.

QRVO is faring even worse, down 8.9% at $40.77, and fresh off an annual low of $38.90. The security has surrendered roughly 20% in 2016 amid the same iPhone concerns.

QRVO calls are trading at nine times the average intraday pace, but it looks like an institutional trader may be behind that. Data from the International Securities Exchange (ISE) suggests symmetrical blocks of February 45 and 50 calls were sold to open, while an equal number of February 40 calls were bought to open. In other words, it seems the three-legged trade is bearish in nature, and will make money if QRVO remains south of the sold strikes through expiration. The 40-strike calls were likely bought as a hedge.

Now looks like a good time for premium sellers. Qorvo Inc's (NASDAQ:QRVO) 30-day at-the-money implied volatility just hit an annual high of 78.8%, compared to the equity's 30-day historical volatility of 47.6%. Plus, the stock's Schaeffer's Volatility Index (SVI) of 71% is higher than two-thirds of all other readings from the past year, pointing to relatively inflated short-term premiums.
 

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