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Fitbit Inc (FIT) Option Bulls Ignore Stock's Sell-Off

Fitbit Inc (NYSE:FIT) call options are popular once again, even though the stock is trading sharply lower

Mar 30, 2016 at 10:44 AM
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Fitbit Inc (NYSE:FIT) is seeing heavy activity this morning, with the stock's volume arriving in the 99th percentile of its annual range. At last check, FIT was down 5.8% at $13.20, but there's no clear reason for the sell-off. Regardless, the stock's option volume is also surging, and it seems some traders are betting on a short-term rebound from the shares.

According to data from Trade-Alert, FIT call options are trading at an accelerated pace this morning. The most popular option is the weekly 4/1 13.50-strike call. It appears speculators are initiating long positions here, anticipating FIT to take back the $13.50 level before week's end, when the weekly series expires. 

This attention on call options is part of an ongoing trend. For instance, over the past 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), roughly 14,500 FIT calls have been bought to open, compared to fewer than 2,000 puts. 

One possible reason for the sudden interest in FIT calls could be the relatively low premiums on near-term contracts. The stock's Schaeffer's Volatility Index (SVI) comes in at 60%, which puts it in the low 12th percentile of its annual range. In other words, the options market is pricing in historically low volatility expectations on FIT options. 

It's also interesting to point out that short interest on FIT came down from all-time-high levels during the most recent reporting period. More specifically, the last two-week period reported a 21.5% decline in short interest, after this reading peaked in early March. The stock's short-interest ratio now stands at 2.90. 

Returning to the charts, Fitbit Inc (NYSE:FIT) has seen its breakout attempts cut short by its 50-day moving average since early December. Moreover, the shares have underperformed the S&P 500 Index (SPX) by almost 53 percentage points in the past three months, and hit an all-time low of $11.91 just over a month ago. 

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