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Bears Score Big On GameStop Corp. (GME) Collapse

The sentiment backdrop on GameStop Corp. (NYSE:GME) ​is overwhelmingly bearish, but analysts have room for downgrades

Nov 23, 2015 at 2:12 PM
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In light of poor quarterly results, video game retailer GameStop Corp. (NYSE:GME) ​is getting pounded. The shares were last seen 8.4% lower at $35.97, just off their intraday low of $33, and are now on pace to close below their 40-month moving average for the first time since September 2012. Given the sentiment backdrop on GME, though, this sell-off is likely being celebrated by many on the Street today. 

Starting in the option pits, put buying has been the strategy of choice among speculators. During the past 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), GME has amassed a put/call volume ratio of 1.10. This tells us that 1.10 puts have been bought to open for every call. Plus, this ratio outranks 70% of all others from the past 12 months. In other words, put buying has been much more popular than usual. 

This preference for puts is also highlighted by GME's Schaeffer's put/call open interest ratio (SOIR). This reading currently sits at an elevated 1.75, suggesting put open interest nearly doubles call open interest, among options that expire within the next three months. 

Looking at today's option activity, puts are trading at seven times the average pace, while calls are crossing at 12 times the typical rate. However, when looking at the stock's most popular options, data doesn't suggest much buy-to-open activity on the call side -- suggesting traders are either selling to open calls, or closing out of their losing bullish positions. 

Outside the option pits, there's even more skepticism on the equity. Short interest has remained elevated on GME throughout the year. As of the most recent reading, short interest accounted for over 45% of the stock's float. This represents nearly 38 times GME's average daily trading volume, representing a staggering bearish stake -- and, based on today's plunge, these bears appear to be firmly in control.

Conversely, many analysts have remained in the bulls' corner. Of the 14 brokerage firms with coverage on GameStop Corp. (NYSE:GME), nine say it's a "buy" or better. Furthermore, GME's average 12-month price target stands at $50.90 -- in territory not charted for almost two years. It would seem the security is destined for downgrades, but it has yet to receive a bearish note following its ugly quarterly numbers. 
 

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