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Another Sharp Baidu Inc (BIDU) Drop Sparks Bearish Options Betting

Baidu Inc (ADR) (BIDU) is getting crushed this week, and options traders are hoping for further losses

May 3, 2016 at 2:06 PM
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Baidu Inc (ADR) (NASDAQ:BIDU) put options are flying off the shelves this afternoon, as the Chinese Internet stock extends its slump. At last check, puts are crossing the tape at about double the usual intraday rate, and outstrip the number of call contracts exchanged so far.

Drilling into the data, the most active BIDU option is the September 110 put. All signs point to buy-to-open activity here. In other words, options traders are seemingly wagering on a move south of $110 by September expiration -- territory that hasn't been charted since August. Of course, given the deep out-of-the-money nature of these options, it's possible they were purchased by shareholders seeking downside protection against extended losses.

Taking a step back, data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) indicates put buyers have been more active than normal in recent weeks. Specifically, BIDU's 10-day put/call volume ratio across those exchanges is 0.85 -- near the top quartile of its annual range.

One possible reason for that: The stock has been diving in recent sessions, due to a death being linked to the China-based search engine. Currently, Baidu Inc (ADR) (NASDAQ:BIDU) is off 2.2% at $175.01, extending its weekly loss to 9.9%. Also creating headwinds for Chinese stocks today is a round of downbeat data out of Beijing. Collectively, this represents an abrupt reversal for BIDU, which ended last week with a post-earnings surge.

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