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Overstock.com Surge Draws Fresh Batch of Call Buyers

Some of the recent OSTK call buying could be a result of short sellers hedging against more upside risk

Oct 17, 2017 at 2:40 PM
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Overstock.com, Inc. (NASDAQ:OSTK) is surging today, with some citing continued tailwinds from Marc Cohodes' change of heart last week, with the noted short seller citing the online retailer's exposure to digital currency as one of the reasons he's now long OSTK. Regardless of the reason, Overstock shares were last seen up 13.9% at $34.52 -- earlier hitting a four-year high of $34.60 -- and options traders are furiously betting on more upside.

With fewer than 90 minutes left in today's trading session, 8,616 calls and 1,618 puts have changed hands in Overstock's options pits -- three times what's typically seen, and volume pacing in the 99th annual percentile. The November 35 call is most active, and it seems safe to assume new positions are being purchased here. If this is the case, the goal is for OSTK to break out above $35 by expiration at the close on Friday, Nov. 17.

This trend toward calls is nothing new for OSTK options traders. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio sits at a top-heavy 12.37. Plus, call open interest nearly doubles put open interest, and the 41,094 Overstock calls that are currently open are higher than 99% of similar readings taken in the past year.

However, it's possible some of this recent call buying -- particularly at out-of-the-money strikes -- is a result of short sellers initiating options hedges against any additional upside risk, considering the stock has surged more than 95% in 2017. Short interest has more than doubled year-to-date to 2.29 million shares, the most since February 2014.

It's getting pricey for speculators to purchase these near-term options, too. Overstock's 30-day at-the-money implied volatility of 84.8% ranks above 94% of comparable readings taken in the last 12 months, suggesting elevated volatility expectations are being priced into short-term options.
 
 

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