Tesla Stock's Rough Week Sparks Heavy Options Trading

By Patrick Martin / September 22, 2017 / www.schaeffersresearch.com / Article Link

It's been a busy week for Tesla Inc (NASDAQ:TSLA). After the stock got hit with a lackluster rating from Jefferies, reports of a potential union with Advanced Micro Devices swirled around the electric car company -- though the story was later refuted by GlobalFoundries. Additionally, the automaker announced it would be discontinuing the cheapest version of its Model S, while SolarCity, which is owned by Tesla, agreed to pay $29.5 million to resolve allegations it submitted false claims to the U.S. government. Amid these headlines, TSLA has been spiraling, sparking a flood of activity in the stock's short-term options pits.

TSLA shares are down 3% today to trade at $355.74. The stock has shed 6.5% week-to-date -- on pace for its worst weekly loss since July 7. However, TSLA did touch a new record high of $389.61 on Monday, and any additional downside could find support at the stock's 100-day moving average. This trendline has contained pullbacks since early July. Longer term, the equity is still maintaining a 66% year-to-date lead.

Options traders this week have been quick to target the stock's short-term options, too. Today, with total volume running at two times what's typically seen, the weekly 9/22 series -- which expires at tonight's close -- makes up Tesla's 10 most active options. The weekly 9/22 360-strike call is most active, and it looks like traders have been buying and selling to open positions here.

More broadly, options traders at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) have shown an unusual preference for long calls over puts lately. The stock's 10-day call/put volume ratio of 1.40 ranks 2 percentage points from a 52-week high, meaning calls have been bought to open over puts at a near-annual-high clip.

Given Tesla stock's longer-term uptrend, some of this activity may be a result of short sellers hedging their bearish bets. The 29.24 million shares sold short represents a whopping one-quarter of the stock's total available float.

Whatever the reason, TSLA stock has consistently rewarded premium buyers over the past year, per its Schaeffer's Volatility Scorecard (SVS) of 94. In other words, the equity has tended to make outsized moves, relative to what the options market has priced in.

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