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Options Traders Play Activision Blizzard Stock During E3

Call buying has been unusually popular in recent weeks

Jun 13, 2018 at 2:57 PM
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Video game stocks are in focus this week since the Electronic Entertainment Expo (E3) is underway in Los Angeles. Activision Blizzard, Inc. (NASDAQ:ATVI), for example, is trading up 1.4% at $76.97, on pace for a fourth straight daily win. In fact, ATVI shares are up 8.6% in June, following a 6.9% spike in May and big bounce off the 200-day moving average, and they're now closing in on their March 12 all-time high of $79.63. In the meantime, options volume is popping, as traders place bets on both sides of the aisle.

Diving in, options volume is more than twice the daily average, with calls and puts both seeing unusual activity. The most popular contract is the January 2019 67.50-strike call, but this option was home to heavy open interest coming into today, so it's possible these positions aren't being opened. The July 80 strike is the next most popular option on the call side, and data does suggest buy-to-open activity here, which would mean traders are expecting ATVI stock to topple the $80 mark roughly within the next month.

On the flip side, the weekly 6/29 75-strike put is seeing buy-to-open activity, showing some speculators aren't sold on the security's recent breakout. It's worth pointing out, too, that these weekly puts capture the company's shareholders meeting, scheduled for Tuesday, June 26.

More broadly speaking, call buying has been the strategy of choice among Activision Blizzard options traders. Data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) reveals a 10-day call/put volume ratio of 2.65, signaling long calls have almost tripled puts. Plus, this level of call buying is quite unusual, based on that reading's 84th annual percentile rank.

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