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BlackBerry Shares Can't Capitalize on KEYone Reveal

BlackBerry Ltd's (BBRY) new smartphone hasn't helped the stock, but that's ok by bearish options traders

Feb 27, 2017 at 12:46 PM
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BlackBerry Ltd (NASDAQ:BBRY) stole the show on the first day of the Mobile World Congress in Barcelona, Spain. The smartphone maker unveiled its KEYone device, which features the company's iconic physical keyboard, including a fingerprint sensor on the space bar. That said, the shares are still falling -- last seen down 1.1% at $7 -- amid a Gartner study showing BBRY's market share dropped to 0% in 2016, pressured over the years by Apple Inc.'s (NASDAQ:AAPL) iPhone.

Following earnings on Dec. 20, the stock did briefly topple $8 for the first time since early October, but quickly lost momentum. Since then, BBRY shares have mostly been chopping between $7 and $7.50, unable to hurdle a cluster of flattening trendlines near the upper end of that range. 

Pessimism has piled up during this stretch of technical trouble. In the past 50 days, options traders have bought to open 0.30 puts for every call. While call-skewed from an absolute perspective, the corresponding put/call volume ratio actually ranks just 8 percentage points from a 12-month high. In other words, speculators have been purchasing puts over calls at an unusually rapid rate. This is echoed by BBRY's Schaeffer's put/call open interest ratio (SOIR) of 0.59, which sits in the put-focused 78th annual percentile.

Digging deeper, BlackBerry's April 7 put saw the largest increase in open interest over the past 10 sessions, adding more than 2,200 contracts. Data from the major exchanges confirms a mix of buy- and sell-to-open activity. For buyers, the goal is for the stock to breach the key $7 level by back-month expiration, at the close on Friday, April 21. For sellers, however, the hope is that the at-the-money strike serves as a foothold.

Options writers could be helped by peak front-month open interest at the March 7 put, totaling more than 13,000 contracts. Data from the ISE, CBOE, and PHLX indicates the vast majority were bought to open, and an unwinding of the hedges related to these bets could translate into support as expiration nears over the next few weeks.

Turning elsewhere, analysts and short sellers have accumulated plenty of bearish positions. Nine of 11 brokerage firms rate BBRY a "hold" or "sell." Plus, 9.3% of the stock's float is sold short, which would take over three weeks to cover, at typical trading levels.

Returning to the newswire, BlackBerry Ltd (NASDAQ:BBRY) isn't the only smartphone maker playing on nostalgia this year. HMD Global, which has a license with Nokia Corp (ADR) (NYSE:NOK) to develop devices using the latter's brand, unveiled the Nokia 3310 feature phone, which first came out in 2000.

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