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Twitter Inc (TWTR) Surge Draws Call Buyers

Twitter Inc (NYSE:TWTR) is soaring, and options traders are eyeing even bigger gains

Sep 14, 2016 at 10:54 AM
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Twitter Inc (NYSE:TWTR) is up 2.8% at $18.25, amid news the firm has launched a new version of its app that will allow users to live-stream video on compatible devices, including Apple Inc.'s (NASDAQ:AAPL) Apple TV. Additionally, Twitter has joined Alphabet Inc's (NASDAQ:GOOGL) First Draft Coalition -- along with Facebook Inc (NASDAQ:FB) -- to combat fake news stories. In the options pits, meanwhile, calls are outpacing puts nearly 4-to-1 on TWTR stock, with a number of traders eyeing a round-number breakout over the next several months.

Specifically, TWTR's December 20 call has seen the most action thus far, with more than 6,000 contracts on the tape at last check. It looks as if the bulk of the activity is of the buy-to-open kind, meaning options traders are betting on the stock rallying north of the round $20 mark by options expiration, at the close on Friday, Dec. 16. However, the $20-$21 region has been a thorn in TWTR's side for some time now, with the security not closing north of here on a weekly basis since the start of the year.

From a wider sentiment perspective, options traders have shown a preference for long calls over puts on TWTR stock in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), options traders have bought to open 196,304 TWTR calls over the past four weeks, compared to 65,470 puts.

Echoing this is the security's Schaeffer's put/call open interest ratio (SOIR) of 0.51, which ranks lower than 70% of all comparable readings taken in the past year. In other words, short-term speculators are more call-skewed than usual toward TWTR.

Those purchasing premium on the stock's near-term options are in luck, too. TWTR's Schaeffer's Volatility Index (SVI) of 48% arrives in the 7th percentile of its annual range. Simply stated, low volatility expectations are currently priced into Twitter Inc's (NYSE:TWTR) short-term options.

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