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TripAdvisor, Inc. (TRIP) Option Bulls Bite on Buyout Rumors

Buyout rumors have TripAdvisor, Inc. (NASDAQ:TRIP) bulls eyeing extended gains

Mar 14, 2016 at 12:31 PM
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TripAdvisor, Inc. (NASDAQ:TRIP) call options are hot today amid unsubstantiated buyout rumors. At its current rate, call volume could set a 12-month high, with more than 13,000 contracts on the tape so far, compared to an expected amount of around 1,300. A large chunk of today's activity has taken place at the now in-the-money March 65 call, where -- according to International Securities Exchange (ISE) data -- traders are opening long positions in hopes of TRIP adding to its lead atop $65 before Friday's close, when front-month options expire. 

These bulls are taking advantage of relatively low premiums on TRIP's near-term options. This is according to the stock's Schaeffer's Volatility Index (SVI) of 35%, which ranks in the low 13th annual percentile. In other words, the options market is pricing in muted volatility expectations at the moment. However, TRIP's rally has sent its 30-day at-the-money implied volatility (IV) 25.5% higher to 44.2%, so short-term options are getting more expensive.

Looking back, today's preference for calls isn't unusual. Call buying has outpaced put buying during the past 10 days at the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Also, TRIP's Schaeffer's put/call open interest ratio (SOIR) comes in at 0.89, meaning call open interest is greater than put open interest among strikes set to expire within three months. 

Sentiment gets much more bearish outside the options pits, though. While short interest has been edging lower recently, it still accounts for over 12% of the stock's float. At TRIP's average daily trading pace, it'd take bears over six days to buy back their bets. 

And analysts have also taken a bearish stance. Of the 22 brokerage firms that track the shares, only three recommend buying them. Moreover, TRIP's consensus 12-month price target sits directly overheard at $69.90.

Technically speaking, TripAdvisor, Inc. (NASDAQ:TRIP) has trailed the S&P 500 Index (SPX) by more than 25 percentage points during the past three months, hitting a two-year low of $53.48 last month. Yet today's takeover chatter has the stock 5.1% higher at $66.94, and poised to close above its 40-day moving average for the first time since early January. 

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