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Options Bears Race to Tumbling TME Stock Amid Probe Report

The probe could end several licensing deals Tencent has with major entertainment groups

Digital Content Manager
Aug 27, 2019 at 2:19 PM
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China-based streaming service Tencent Music Entertainment Group (NYSE:TME) is under fire today, after Bloomberg reported that the company is being probed by China's antitrust authority, which could snuff out several exclusive licensing deals with the likes of Sony Music Entertainment, Warner Music Group, and others. The report has TME stock trading near the bottom of the New York Stock Exchange (NYSE), down 6.8% at $12.57, and Tencent put options are hotter than normal.

While absolute options volume is light, TME puts are trading at a quicker clip than normal, with over 3,000 across the tape so far -- more than doubling calls. The most popular contract by far is the September 12 put, where it looks like some buy-to-open action is taking place. This suggests these traders are expecting the stock to breach $12 -- and hit year-to-date lows -- by the time this contract expires on Sept. 20. 

This bearish behavior among options traders isn't anything new, though. During the last two weeks, 2.4 TME puts were bought for every call on the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Echoing this is the stock's Schaeffer's put/call open interest ratio (SOIR) of 1.2, suggesting near-term put open interest exceeds call open interest. 

However, now might be the time to bet on TME's short-term trajectory with options. Prior to today, Tencent Music's Schaeffer's Volatility Index (SVI) of 41% stood higher than only 7% of all other readings from the past year. This means near-term options were pricing in relatively low volatility expectations for the equity.

The pessimism among options traders comes as no surprise, considering the stock's recent slide beneath its year-to-date breakeven of $13, guided lower by downward pressure at its 20-day moving average. Plus, today's drop has the security eyeing its biggest one-day percentage loss since March, and its lowest close in over seven months. 

TME Chart Aug 27

 
 

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