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Call Buyers Active as Comcast Tests Key Trendline

Short-term CMCSA options are pricing in low volatility expectations at the moment

Dec 10, 2019 at 2:03 PM
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Comcast Corporation (NASDAQ:CMCSA) stock is trading down 2% at $43.04, after the media giant said it plans on committing $2 billion to content and marketing spending over the next two years for its new Peacock streaming service. The Netflix (NFLX) rival's streaming service will launch in April, with more details expected in mid-January.

This drop has CMCSA stock testing its 200-day moving average -- a rising trendline that's caught all pullbacks this year, and has helped usher the shares to a 26.5% gain in 2019. A number of options traders are betting on a quick bounce for Comcast, though, with calls running at almost two times the average intraday pace.

Drilling down, the weekly 12/27 45.50-strike call is most active, with nearly 12,000 contracts on the tape. It looks like new positions are being purchased here for a volume-weighted average price of $0.08. If this is the case, breakeven for the call buyers at the close on Friday, Dec. 27, is $45.58 (strike plus premium paid).

Widening the scope reveals a withstanding bullish bias in Comcast's options pits. At the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 6.63 registers in the 91st annual percentile, meaning calls have been bought to open over puts at a quicker-than-usual clip.

And with Comcast's next earnings report not expected until late January, it's an attractive time to purchase premium on short-term CMCSA options. The equity's Schaeffer's Volatility Index (SVI) of 21% ranks in the 13th percentile of its annual range, indicating short-term options have priced in lower volatility expectations just 13% of the time in the last year.

cmcsa stock daily price chart on dec 10

 
 

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