Call Traders Take Sides as Intel Stock Seeks Sixth Straight Win

By Josh Selway / October 03, 2017 / www.schaeffersresearch.com / Article Link

Intel Corporation (NASDAQ:INTC) has been on fire over the past month, gaining 11.7% since the end of August to trade at $39.19. In fact, the shares earlier hit a nearly 17-year high of $39.31, breaking out above the $37-$38 area which had capped upside moves since late 2014, and are on pace for their sixth straight win. All the while, options traders have been using call options to speculate on the Dow stock, though some are betting on limited upside for INTC.

For starters, Intel has a 10-day call/put volume ratio of 4.21 at theInternational Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Not only does this show more than four calls have been bought to open for every put during the past 10 days, but this reading ranks just 7 percentage points from a 12-month bullish extreme.

During this time span, notable buy-to-open activity took place at the September 2018 50-strike call, where nearly 6,000 contracts were added to open interest. These bulls expect the chipmaker to rally above the half-century mark over the next year. The shares haven't traded above this price point since September 2000.

However, a harder look reveals call selling has been very popular, too. For example. the October 38.50 call saw the largest increase in open interest during the past 10 days, with the November 39 cal close behind. Both contracts saw notable sell-to-open activity, meaning traders are expecting INTC to settle below the strikes before the respective expiration dates of Oct. 20 and Nov. 17.

Outside the options pits, short interest continues to rise on Intel stock. In fact, these bearish bets have been rising since last August, up 86% since then, including a 17.4% surge in the last two reporting periods. Based on average daily volumes, it would now take these bears six days to cover their positions.

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