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Paypal Holdings Inc (PYPL) Option Bear Bets Big on an Earnings Flop

One trader bought to open nearly 4,400 weekly 7/22 38-strike put options on Paypal Holdings Inc (PYPL)

Jul 13, 2016 at 11:58 AM
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Paypal Holdings Inc (NASDAQ:PYPL) is having a rock-solid session, to the delight of bullish options traders. At last check, the electronic payments stock has advanced 1.4% at $39.31, with intraday volume in the high 87th annual percentile.

Options volume is also running at a near-extreme clip, with close to 23,000 contracts on the tape -- just 3 percentage points from an annual high. Most active by far is the weekly 7/22 38-strike put, where International Securities Exchange (ISE) data confirms sizable buy-to-open activity.

Looking more closely, nearly half of the volume at the out-of-the-money strike came at the hands of one trader who bought to open a sweep of 4,377 weekly puts for nearly $285,000 ($0.65 premium paid * number of contracts * 100 shares per contract). In other words, this speculator foresees PYPL stumbling below $38 by the close next Friday night -- when the weekly options expire, and a day after the firm reports earnings.

This bearish options attention is a bit of a rare sight for PYPL. Across the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open nearly nine calls for each put over the past 10 days. The resultant call/put volume ratio of 8.96 outranks four-fifths of all readings from the prior year, and these option bulls are probably lapping up today's gains.

Elsewhere, short interest has dried up, falling 10% in the last two reporting periods. As such, less than 2% of PYPL's float is sold short. In other words, at the moment, there's very little in the way of sideline buying power available.

Turning to the charts, today's rally extends the stock's impressive run since its late-June bottom at $34. However, Paypal Holdings Inc (NASDAQ:PYPL) is once again approaching the $40-$41 zone, which has already rejected the shares twice in 2016. If past is precedent, another pullback from this area could reinvigorate short sellers or spark a capitulation among option bulls -- either of which could exacerbate pressure.

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