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Calls Hot As Snap Stock Joins the Social Media Rebound

Snap call volume is two times the average intraday amount today

Managing Editor
Apr 11, 2018 at 2:38 PM
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Snapchat parent Snap Inc (NYSE:SNAP) is higher today, up 2.4% to trade at $14.82, getting a halo lift from fellow social media stock Facebook (FB), which has darted higher during CEO Mark Zuckerberg's second day of congressional testimony. In response, options traders have come out in droves for SNAP today. 

Taking a closer look, roughly 45,000 SNAP call options have changed hands today, two times the average intraday volume and ranking in the 83rd percentile of its annual range. The most popular is the weekly 4/13 15-strike call, with over 8,000 contracts exchanged, and data suggesting possible buy-to-open activity. By purchasing the calls to open, the buyers expect SNAP stock to extend today's rebound and top $15 by Friday's close.

Taking a step back shows the same call bias. The security has a 10-day call/put volume ratio of 1.98 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Not only does this show that calls have nearly doubled puts in the past two weeks, but the ratio ranks in the 90th percentile of its annual range. This indicates that recent options buyers have picked up SNAP calls over puts at a faster-than-usual pace during the past two weeks.

SNAP stock is back above its year-to-date break-even level following this week's rebound. What's more, the shares are on currently track to close above their descending 10-day moving average for the first time since mid-March.

 
 

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