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Adobe Options Traders Suddenly Turn Bearish

Options traders today are selling to open calls

Aug 10, 2017 at 2:45 PM
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Options traders have had success betting bullishly on tech stock Adobe Systems Incorporated (NASDAQ:ADBE) in recent months by way of call options. But more recently, put buying has actually been the more popular strategy, according to data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). ADBE's 10-day put/call volume ratio across these exchanges is 1.31, which ranks in the high 86th annual percentile. 

To reinforce this point, we could also consider Adobe's Schaeffer's put/call volume ratio (SOIR). This reading, which measures put open interest versus call open interest in the front three-months' series of options, comes in at 1.21 for the equity -- a 12-month high. In other words, short-term options traders are the most put-skewed they've been on ADBE in the past year. 

Put traders are out in force again today, with the contracts crossing at three times the intraday norm. Leading the way by a mile are the November 135 and 140 puts, due to what looks like a number of long put spreads. If this is the case, traders are betting on Adobe stock falling to $135 by the close on Friday, Nov. 17, when the options expire. 

At the same time, calls are also more popular than normal today. At last check, call volume was running in the 94th annual percentile, but that doesn't mean traders are betting bullishly. The most popular ADBE option overall is the August 150 call, which is seeing sell-to-open activity, so these traders are expecting shares of the software giant to hold below $150 through the contracts' expiration at next Friday's close. 

However, other data suggests it's a better time to buy premium than sell it. For example, the equity's Schaeffer's Volatility Index (SVI) comes in at 19%, which ranks below 83% of all readings from the past year. Plus, the security has a Schaeffer's Volatility Scorecard (SVS) of 84, suggesting it regularly makes bigger moves than the options market expects. 

Like most of the tech sector, though, Adobe shares are in the red today, last seen 1.3% lower at $145.16. Still, the shares earlier bottomed out more than a point above their 10-week moving average, which has acted as strong support in recent months. Not to mention, ADBE stock is up 45% over the past year. 

adbe stock


 
 

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