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Call Players Take Aim as Twitter Inc (TWTR) Pops

Twitter Inc (TWTR) is looking to add more sports streaming agreements

Jul 8, 2016 at 11:43 AM
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Twitter Inc (NYSE:TWTR) is up 3.2% at $17.92 today, following reports that the company has been in talks with Time Warner Inc's (NYSE:TWX) Turner Broadcasting, as well as the NBA and Major League Soccer, looking to purchase rights to stream more digital sports content. This follows a similar deal the social media company struck with the NFL earlier this year. TWTR bulls have gravitated toward the options pits as a result, where calls are changing hands at an accelerated rate.

Jumping right in, TWTR calls are trading at roughly 1.6 times their expected intraday rate, with about 42,000 on the tape so far, compared to just 8,000 puts. In fact, calls account for all 10 of the most popular strikes this morning. Among the most popular options today are the July 17, 18, and 18.50 calls, as well as the weekly 7/8 18-strike call, which are likely seeing buy-to-open activity. Buyers of these calls are looking for an extended rally from TWTR, with the weekly options set to expire at today's close, and the July options a week from now.

Buyers of TWTR's near-term options are also likely getting a good deal today. The stock's Schaeffer's Volatility Index (SVI) of 44% is lower than 95% of the past year's readings, meaning premium on these short-term options should be pricing in historically low volatility expectations.

Taking a step back, today's preference for calls is nothing new for TWTR. In fact, traders have purchased nearly seven TWTR calls for each put over the last two weeks on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Moreover, the resulting 10-day call/put volume ratio of 6.66 is seated at an annual call-skewed peak.

Still, some of these call buyers may in fact be short sellers looking to hedge their bearish bets against upside risk. Short interest represents nearly 11% of TWTR's total float, though this reading dropped by more than 20% during the two most recent reporting periods.

Twitter Inc (NYSE:TWTR) has been a long-term laggard on the charts, dropping 48% year-over-year. But the shares have been on an uptrend over the past month, outperforming the S&P 500 Index (SPX) by roughly 20 percentage points over the last 20 sessions. Moreover, TWTR is on track today to close above its 150-day moving average for the first time since April 2015. 

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