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Overbought Fate Therapeutics Stock Gaps Lower After Earnings

Put options premiums were cheap relative to calls heading into today's trading

Mar 6, 2018 at 9:37 AM
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Shares of Fate Therapeutics Inc (NASDAQ:FATE) are down 8.5% out of the gate to trade at $12.64, after the stem cell treatment specialist reported a wider-than-expected fourth-quarter loss. Adding to the bearish buzz are downgrades to the equivalent of a "neutral" rating at both Raymond James and H.C. Wainwright, though the latter joined three other brokerages in raising their FATE price targets.

In fact, BMO boosted its price target to $20 from $7 -- a 45.2% premium to last night's close, and in record-high territory. The highest FATE has ever traded was $14.45, hit just yesterday. What's more, the shares are up 125.4% year-to-date heading into today's trading. As such, FATE stock's 14-day Relative Strength Index (RSI) settled Monday at 81, deep in overbought territory, which may be exacerbating today's downside.

Ahead of earnings, short sellers were ramping up their bearish exposure to Fate Therapeutics. Short interest surged 45.07% in the two most recent reporting periods to 1.79 million shares -- the most since early September. This represents a healthy 5.47% of FATE's available float, or 3.2 times the stock's average daily pace of trading.

And while some of these short sellers may have been initiating an options hedge ahead of earnings -- based on FATE's top-heavy 10-day call/put volume ratio of 12.94 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) -- the stock's put options were pricing in lower volatility expectations than their call counterparts. This is based on Fate Therapeutics' 30-day implied volatility skew of negative 28%, which ranks in the 1st annual percentile.

 
 

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