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GameStop Put Options Hot as Stock Gaps Lower

Options bears are cheering GME's big drop

Jan 29, 2019 at 10:12 AM
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The shares of GameStop Corp. (NYSE:GME) are crumbling on news the video game retailer said it is no longer considering selling itself, after it couldn't agree to financing terms with any potential buyers. In reaction, GME stock is down 25.4% at $11.56, putting it on track for its worst day since Dec. 19, 2002, when it lost 30%.

It's already been a more volatile-than-usual stretch for GameStop shares, with the stock's 60-day historical volatility of 60% registering in the 94th annual percentile. In fact, the equity swung to a 2.5% loss yesterday on reports of competition from a possible Apple video game streaming service. GME has now erased its year-to-date gain, and earlier nabbed a 13-year low of $11.51.

There's plenty of skepticism priced into GME shares. The April 13 put is home to peak open interest of 29,665 contracts, and data from Trade-Alert points to mostly buy-to-open activity here. In this case, speculators are betting on a bigger move below $13 through April options expiration. Today, puts are trading at 17 times what's typically seen at this point, with buy-to-open activity detected at the February 11 strike.

Elsewhere on Wall Street, short interest surged 9.8% in the two most recent reporting periods to 30.29 million shares, a significant 30% of the equity's available float -- though the stock is short-sale restricted today. Plus, four of seven covering analysts maintain a "hold" or "strong sell" rating on GME. There's room for price-target cuts in the wake of today's bear gap, though, considering the average 12-month price target of $14.95 is a 25.7% premium to current trading levels.

 
 

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