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Option Traders Keep the Faith in Sinking Sunedison Inc (SUNE)

Sunedison Inc (SUNE) is getting burned today, but option bulls see opportunity

Sep 28, 2015 at 12:05 PM
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Sunedison Inc (NYSE:SUNE) is sustaining its downward momentum this afternoon, shedding 16.4% to trade at $7.11 -- and fresh off a two-year low of $7.04. Longer term, the stock has been reversing hard after topping out at a six-year peak of $33.45 in late July, surrendering more than three-quarters of its value. With SUNE on the short-sale restricted list (SSR), it's no surprise to see options volume spiking.

Drilling down, both puts and calls are crossing the tape at twice the normal intraday rate. In the lead is the October 11 call, with the January 2016 8-strike call not far behind. From the looks of it, these positions are mostly being bought to open, suggesting traders are keeping the faith -- anticipating SUNE will topple the out-of-the-money strikes by the respective expiration dates, at the close on Friday, Oct. 16, and Jan. 15, 2016.

It's possible, though, that these call buyers are short sellers in disguise. While SUNE is currently SSR, over 35% of its float is already sold short, so these bearish bettors may be increasing the amount of options insurance they carry in case of an unforeseen snap-back in the shares.

From a wider vantage point, Sunedison Inc (NYSE:SUNE) speculators have tilted in a bearish direction of late. Specifically, during the last two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has amassed a put/call volume ratio of 0.86 -- in the 71st percentile of its annual range.

 
 

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