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Avis Budget Group Stock Plummets Despite Strong Results

Options traders aren't shying away

Deputy Editor
Feb 15, 2022 at 10:30 AM
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The shares of Avis Budget Group Inc (NASDAQ:CAR) are experiencing a sharp pullback this morning, down 14% to trade at $167.55 at last glance, despite fourth-quarter top- and bottom-line beats. The company's rental activity surged, with CEO Joe Ferraro saying, "our strong performance continued in the fourth quarter with all of our key metrics beating pre-pandemic levels in the Americas." 

Avis Budget Group stock dipped below long-term support at the 100-day moving average in late January, and this trendline kept a tight lid on gains within the past week. Year-over-year, the stock is still up an impressive 281.3%. CAR has landed on the Short Sale Restricted (SSR) list amid the volatility. 

It's also worth noting that short interest represents 11.4% of the stock's available float. In other words, it would take over six days to buy back these bearish bets, at the security's average pace of trading. 

During the past 10 days at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have been bullish, driving the call/put volume ratio for that time to 1.98. This ratio ranks in the 80th annual percentile, showing there's been particularly high demand for long CAR calls. 

Today, options volume is running at ten times what's typically seen, with 5,892 calls and 3,920 puts across the tape so far. The February 175 call is the most popular, followed by the 200 call in the same monthly series, with new positions being opened at both. 

Furthermore, the security's Schaeffer's Volatility Scorecard (SVS) sits at a 90 out of 100. This means CAR has exceeded option traders' volatility expectations during the past year.

 

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