Call Options Hot as Facebook Flirts With Worst Week of '17

By Karee Venema / September 26, 2017 / www.schaeffersresearch.com / Article Link

FAANG stocks sold off on Monday, with shares of Facebook Inc (NASDAQ:FB) shedding 4.5% -- their biggest one-day percentage loss since Nov. 3. With FB reacting to Mark Zuckerberg's scrapped plans for a new class of stock , the shares had lost roughly $26 billion in market cap at their intraday low. And while it's still too early to tell, the equity is pacing for its worst week since December, even with today's 1.3% gain that has FB trading at $164.99. Amid this notable price action, options traders have been active.

Today, around 145,000 calls and 71,000 puts have changed hands, 1.8 times what's typically seen at this point in the session. Most active is the October 175 call, where 24,280 contracts have changed hands. While it's not entirely clear what is happening here, some of the activity could be of the sell-to-close kind, considering this strike is already home to peak open interest of 49,360 contracts -- the bulk of which have been bought to open, according to data from the major options exchanges.

Elsewhere, the weekly 9/29 160-strike call has seen notable activity, with 6,888 contracts traded. It looks as if new positions are being purchased at this short-term strike, suggesting options traders expect FB stock to resume today's bounce through the week's end -- when the series expires. Regardless of where the equity settles at Friday's close, though, the most the call buyers stand to lose is the initial premium paid.

Also noteworthy is an apparent long call spread initiated using the weekly 10/27 170- and 175-strike calls. It appears as if one trader bought 2,850 lower-strike calls for $2.34 apiece, and sold the same amount of higher-strike calls for $1.18 each. This equates to an initial cash outlay of $330,600 (number of contracts * $1.16 net debit * 100 shares per contract).

This is the most the spread strategist stands to lose, should FB shares land at or below $170 upon expiration at the close on Friday, Oct 27. Profit, meanwhile, will begin to accumulate on a move north of breakeven at $171.16 (strike plus net debit), but is capped at $3.84 per pair of contracts (difference between the two strikes, less the net debit), no matter how far above $175 Facebook climbs.

The highest Facebook shares have ever traded was $175.49 -- hit on July 27. Since then, the stock had been churning in between $165 and $170 until yesterday's sharp decline. Nevertheless, FB stock found a foothold atop its 80-day moving average, a trendline the equity hasn't closed south of since Jan. 6.

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