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JD.Com Inc (JD) Sell-Off Sparks Rush Toward Calls

Call volume is nearing peak levels on JD.Com Inc (ADR) (NASDAQ:JD) today

Apr 26, 2016 at 3:00 PM
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JD.Com Inc (ADR) (NASDAQ:JD) is getting slapped today amid heavy volume, down 7.7% at $25.33. In fact, 41.4 million JD shares have changed hands today -- an annual high. What's more, with the stock on the short-sale restricted list, JD's options pits are buzzing, with volume running at six times what's typically seen at this point in the day.

At last check, 64,900 call options had changed hands on JD, compared to 21,222 put options -- in the 99th and 93rd annual percentiles, respectively. Most active is JD's January 2018 45-strike call, where it looks like new positions are being purchased.

Meanwhile, shorter-term traders are buying to open JD's May 26 call. In other words, call buyers are hoping for a rally above the strike price by front-month options expiration at the close on Friday, May 20 -- a time frame which includes the firm's first-quarter earnings report, due the morning of Monday, May 9.

More broadly speaking, call buying has been a popular strategy in JD's options pits in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the security's 10-day call/put volume ratio of 6.74 sits higher than 71% of all comparable readings taken in the past year.

However, short interest surged 18.7% in the most recent reporting period to 35.9 million shares -- the most since mid-February. As such, it's possible some of the recent call buying, particularly at out-of-the-money strikes, is a result of shorts hedging their bearish bets against any upside risk -- especially considering JD.Com Inc's (ADR) (NASDAQ:JD) recent post-earnings price action.

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