Tuesday, November 13, 2012

Zipcar Option Traders Shift Gears | Options | Minyanville's Wall Street

Option bulls bombarded Zipcar Inc (NASDAQ:ZIP) Friday, with traders gambling on even more upside for the soaring stock. At the time of this writing (November 9, 12:04 p.m.), the stock had seen close to 1,300 calls cross the tape -- about 19 times its average intraday call volume. For comparison, fewer than 600 ZIP puts have changed hands thus far.

Digging deeper, long-term investors have honed in on the now at-the-money May 7.50 call, which has seen close to 400 contracts cross the tape. The majority of the calls have exchanged at the ask price, suggesting they were bought, and volume has exceeded open interest at the strike, pointing to newly opened positions.

By purchasing the calls to open, the buyers are hoping for an extended rally for ZIP. Specifically, the volume-weighted average price (VWAP) of the calls is $1.06, meaning the buyers will begin to profit if ZIP topples the $8.56 level (strike plus average premium paid) within the next several months. The stock hasn't explored that region of the charts in three months. Nevertheless, should ZIP remain south of breakeven, the most the buyers stand to lose is the premium paid at initiation.

Friday's post-earnings rally likely surprised more than a few bears, as Friday's preference for bullish bets marks a significant change of pace for ZIP. During the past two weeks, option players bought to open nearly three ZIP puts for every call on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). In fact, the stock's 10-day put/call volume ratio of 2.97 ranks in the 91st percentile of its annual range, suggesting option buyers initiated pessimistic positions at a near annual-high clip.

As such, the equity's Schaeffer's put/call open interest ratio (SOIR) stands at 1.37, indicating that puts outnumber calls among options with a shelf-life of three months or less. Compared to similar readings of the past year, the stock's SOIR ranks in the 87th annual percentile. Or, in simpler terms, short-term options players are more put-heavy than usual.

That skepticism isn't limited to the options arena, though. Prior to Friday, not one of the seven analysts following ZIP deemed it worthy of a "buy" or better endorsement. Furthermore, 18.4% of the stock's total available float is dedicated to short interest, representing more than 38 sessions' worth of pent-up buying demand, at the equity's average pace of trading. A round of upbeat analyst attention or a short-squeeze situation could add fuel to ZIP's fire.

After reporting stronger-than-expected third-quarter earnings, ZIP has gapped more than 28.5% higher, and is on pace to end atop its 10-week moving average for the first time since late July. However, the security could potentially run out of steam in the $8-$8.50 neighborhood. This area has capped ZIP's advances since its early-August bearish gap, and is home to the stock's 20-week moving average, which has been conquered just once in the past year.

This article by Andrea Kramer was originally published on Schaeffer's Investment Research.

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No positions in stocks mentioned.

Source: http://www.minyanville.com/trading-and-investing/options/articles/zipcar-options-zip-zipcar-options-zipcar/11/12/2012/id/45753

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