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Alibaba Group Holding Limited (BABA) Option Bulls Expect a Breakout

Alibaba Group Holding Ltd (BABA) traders are buying weekly calls

Apr 27, 2015 at 3:24 PM
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Alibaba Group Holdings Ltd (NYSE:BABA) is up 0.5% to $85.02, as China-based stocks rally. The shares have been fairly range-bound since gapping lower in late January, with support and resistance emerging at $80 and $86, respectively. Today, however, some traders are gambling on BABA to break north of its recent range.

Drilling down, calls are moving at about 1.4 times their average intraday pace, and are outpacing puts by a roughly 3-to-1 margin. The day's most active contract by far is the weekly 5/1 85-strike call, where potential buy-to-open activity has been uncovered. By purchasing this call at a volume-weighted average price (VWAP) of $1.30, speculators predict BABA to push above $86.30 (strike plus VWAP) by the close on Friday, May 1, when the weekly option expires.

In the options pits, traders have been favoring calls over puts lately. Specifically, over the past 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), 2.66 BABA calls have been bought to open for every put. What's more, BABA's Schaeffer's put/call open interest ratio (SOIR) is perched at 0.85, showing that calls outnumber puts among options that expire in three months or less.

Elsewhere, short sellers have had their eyes on BABA, as short interest increased by 12.7% over the past two reporting periods. Furthermore, short interest now accounts for over 6% of the stock's available float. It would take these bettors just under four sessions to cover their positions, at average trading volumes.

Finally, Alibaba Group Holding Ltd (NASDAQ:BABA) has been a darling of the brokerage bunch. All 23 analysts covering the security rate it a "buy" or "strong buy." Not to mention that BABA's consensus 12-month price target of $106.90 represents an over 25% premium to current trading levels, and stands in territory not charted since late December. 

 
 

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