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Options Volume Spikes on Red-Hot Cronos Stock

The weekly 1/25 options series has been popular

Jan 18, 2019 at 1:20 PM
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The shares of Cronos Group Inc (NASDAQ:CRON) are red-hot today, after CIBC initiated coverage on the weed stock with an "outperform." The analyst in coverage waxed optimistic on the company's management team, and said it expects Cronos to withstand volatility in the growing industry. As a result, CRON stock is up 8.6% at $14.83, and options volume is accelerated.

At last check, roughly 40,000 calls and 12,000 puts have changed hands, five times what's typically seen at this point in the day. While some traders may be liquidating January 2019 15-strike calls -- CRON's most active option -- others are potentially buying to open weekly 1/25 15.50-strike calls. If this is the case, the calls will move into the money on a move above $15.50 by expiration at the close next Friday, Jan. 25.

Today's call-skewed session is just more of the same, with speculators at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) initiating 2.90 long calls for every put over the last two weeks. Drilling down, the now in-the-money weekly 1/25 14.50-strike call has seen the biggest rise in open interest over that 10-day time frame, with 4,328 contracts added.

In spite of today's spike, short-term options are pricing in relatively tame volatility expectations. Most recently, CRON stock's 30-day at-the-money implied volatility was docked at 77.8%, which ranks in the sixth annual percentile.

On the charts, Cronos shares have been sailing higher since bouncing off their 200-day moving average in late November. The stock gapped nearly 22% higher on Dec. 7 on news of Altria's (MO) big stake, and quickly rebounded off its 80-day moving average following a brief consolidation of these gains. What's more, the equity is now within striking distance of its Sept. 19 all-time intraday peak of $15.30, and set for a record close.

 cron stock daily chart jan 18

 
 

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