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Option Bulls Keep the Faith as Tech Headwinds Hit Apple Inc. (AAPL)

Apple Inc. (AAPL) stock has lost 11% since the tech giant reported earnings last month

Nov 14, 2016 at 2:34 PM
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Apple Inc. (NASDAQ:AAPL) is the second-worst Dow stock this afternoon, down 2.8% at $105.36, as tech continues to slump post-election. Despite the sector headwinds, options activity has picked up on AAPL -- especially on the call side of the aisle, where intraday volume is at 1.6 times the norm. From the looks of it, some short-term traders are eyeing an end-of-year bounce.

Diving right in, the December 110 call is the most popular strike today, with over 46,000 contracts on the tape. Based on data from the International Securities Exchange (ISE), a portion of these out-of-the-money positions have been bought to open. The goal for buyers is for AAPL to muscle back atop $110 by back-month expiration, at the close on Friday, Dec. 16.

Option bulls have dominated Apple's options pits in recent months. Per the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open nearly twice as many calls as puts during the past 10 weeks. The resultant call/put volume ratio of 1.94 ranks just 10 percentage points from an annual peak.

From a volatility perspective, the current market presents an excellent buying opportunity for short-term speculators. Specifically, AAPL's Schaeffer's Volatility Index (SVI) of 22% ranks in the low 15th annual percentile, suggesting premium on near-term strikes is relatively low. What's more, the tech stock's Schaeffer's Volatility Scorecard (SVS) of 99 indicates the shares have tended to make bigger moves than their options have priced in over the past year.

Turning elsewhere in sentiment land, analysts have been just as bullish toward AAPL as options traders. Of the 33 brokerage firms following the stock, 27 consider it a "buy" or better. Earlier, in fact, Drexel Hamilton downplayed fears that Donald Trump's presidency -- and the prospect of higher tariffs on Chinese imports -- will hurt the company. "Given the importance of trade relations between the U.S. and China, we are doubtful that a major trade disruption is in the cards and feel confident in Apple's opportunity in China," said Drexel Hamilton in a note.

Another potential reason to buy Apple Inc. (NASDAQ:AAPL) is that the shares have plunged into oversold territory today. At last check, the stock's 14-day Relative Strength Index (RSI) was below 29, suggesting they may be due for a bounce. The current low RSI is mostly due to AAPL's 11% selloff since a disappointing late-October earnings report.

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