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Options Pop After GameStop Corp.'s (GME) 'Shocking' Preliminary 3Q Results

GameStop Corp. (NYSE:GME) reported preliminary third-quarter results well below what was anticipated, sending options volume soaring

Nov 2, 2016 at 3:01 PM
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Shares of GameStop Corp. (NYSE:GME) have spiraled 10.9% to trade at $20.99 -- on track for their biggest one-day percentage drop since last November -- and earlier hit a four-year low of $20.10. Weighing on GME stock is the video game retailer's preliminary third-quarter earnings results that fell well below estimates, with CNBC's Jim Cramer calling the numbers "shocking." The sell-off has sparked a rush of activity in GME's options pits, with calls and puts trading in near parity.

By the numbers, roughly 23,000 contracts traded -- four times the expected intraday amount of 5,045. Amid this accelerated options trading, the stock's 30-day at-the-money implied volatility topped out at a 52-week peak of 62.1% earlier, although at last check, this metric was seen hovering around 47%.

Most active is GME's November 27 put, where it looks like traders are selling to close their positions ahead of November options expiration. Next up is the equity's weekly 11/4 20.50-strike call. It appears new positions are being purchased at this strike, as speculators bet on a bounce by Friday's close, when the weekly series expires.

More broadly speaking, it's been long calls that traders at the major options have targeted in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), GME's 10-day call/put volume ratio of 1.96 ranks in the 63rd annual percentile. In other words, calls have been bought to open at a slightly faster-than-usual clip.

However, it's possible some of this recent call buying -- particularly at out-of-the-money strikes -- is a result of short sellers hedging their bearish bets against any upside risk. While GME stock is short-sale restricted today, nearly 26% of the security's float is sold short, representing 11 times it's average daily pace of trading.

Looking at the charts, today's negative price action is just more of the same for GameStop Corp. (NYSE:GME). Year-over-year, the shares have surrendered nearly 55% of their value, while year-to-date, GME stock is staring at a stiff 25.2% deficit. With 90% of analysts maintaining a "buy" or better rating on GME, the equity could get hit with a round of downgrades -- which may create a fresh wave of selling pressure for the underperformer.

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