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Fitbit Inc (FIT) Call Players Come Out of the Woodwork

Fitbit Inc's (NYSE:FIT) weekly 6/24 13.50-strike call was bought to open on Wednesday

Jun 23, 2016 at 9:45 AM
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Fitbit Inc (NYSE:FIT) is up 1% at $12.92, after CEO James Park waxed optimistic to Jim Cramer about the wearable fitness firm's "amazing" international growth numbers -- a metric that has ample room to grow. This should come as a welcome development to Wednesday's options traders, who bucked the withstanding bearish trend seen in FIT stock's options pits.

By the numbers, around 11,400 call options changed hands on FIT yesterday, compared to 9,286 put options. Most active was the stock's weekly 6/24 13.50-strike call, where it seems safe to assume new positions were purchased. In other words, call buyers are betting on a breakout above $13.50 by tomorrow's close -- when the weekly options expire.

Longer term, though, it's been put buyers who have had the upper hand in FIT's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day put/call volume ratio of 1.28 sits just 4 percentage points from a 52-week peak. This means that puts have been bought to open over calls at a near-annual-high clip.

Specifically, a healthy portion of put buyers have targeted FIT's August 13 strike, with 9,452 contracts added -- the largest open interest increase over this same time frame. By buying to open the puts, speculative players are betting on FIT to settle south of $13 at the close on Friday, Aug. 19, when the back-month options expire.

Regardless of whether traders are purchasing puts or calls on FIT, they are getting a good deal on the stock's short-term options. Not only does the security's Schaeffer's Volatility Index (SVI) of 60% rank in the 20th annual percentile, but its 30-day at-the-money implied volatility of 58.5% arrives lower than 89% of all comparable readings taken in the past year. Summing it all up, premium on FIT's near-term options is pricing in relatively low volatility expectations at the moment.

On the charts, the stock has been a long-term laggard -- down more than 75% from its Aug. 5 all-time high of $51.90. No matter where Fitbit Inc (NYSE:FIT) settles at options expiration, though, risk for both call and put buyers is limited to the initial premium paid.

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