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Zillow Group, Inc. Options Volume Picks Up After News Corp Settlement

Traders are selling premium on Zillow Group, Inc. - Class A (NASDAQ:ZG) options today

Jun 7, 2016 at 12:23 PM
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Historically speaking, Zillow Group, Inc. - Class A (NASDAQ:ZG) options traders have targeted calls over puts. This is evidenced by the stock's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) of 2.00. This affinity for ZG call options is continuing today following a major legal settlement, though it doesn't appear traders are taking a bullish stance. 

By the numbers, ZG call volume is running in the 100th percentile of its annual range, with almost 4,200 contracts crossing -- or 29 times the average intraday pace. The most popular option is the January 2017 35-strike call, but it looks like traders are selling to open positions here, betting on the $35 level to act as a technical ceiling through the rest of this year. 

Interestingly, this isn't the best time to sell premium on ZG options. This is according the stock's Schaeffer's Volatility Index (SVI) of 51%, which ranks in the 7th annual percentile. In other words, the options market is pricing in low volatility expectations at the moment -- not what a premium seller wants to hear. 

Outside the options pits, ZG has been heavily shorted. In fact, almost 7% of the stock's float is sold short. Moreover, at ZG's average pace of trading, it would take these bears nine sessions to cover their positions -- which many are beginning to do. Over the last reporting period, short interest on ZG fell by 11%. 

Zillow Group, Inc. - Class A (NASDAQ:ZG) has been climbing the charts in recent months, nearly doubling in value since its two-year low of $16.46 in February. Today, ZG stock is up 6.4% at $32.76 -- putting the shares just below their annual high of $35.47 -- on news of a settlement with News Corp (NASDAQ:NWSA). As a result, the stock got upgraded to "equal weight" from "underweight" at Barclays, which was also one of three brokerage firms to raise its price target on ZG, setting it at $32. 

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