Weekly Options Update: FSLR Primed For Further Downside?

Our weekly options trading screens alerted us to an opportunity in First Solar (FSLR). Shares of FSLR have fallen over 40% in the last month and a half and all signs point towards continued weakness over the coming days. Around 11:15 we got long some deep in-the-money weekly puts to ride shares lower. When looking to initiate a deep in-the-money weekly option purchase we try to target options with delta in excess of 0.80, thus we ended up purchasing the Oct 65 weekly put options (0.82-delta) for $7.60. The FSLR weekly 65-strike puts closed today at $9.15, up ~20%.

FSLR Weekly Options

Commentary:
Early indications suggest earnings volatility priced a little high in AA, shares down ~5% in after hours trading. The at-the-money weekly straddle was pricing in a move of 8% or so throughout the day.

Weekly options flow of note today included unusual activity in Goldman Sachs (GS) around the 95 puts and 100 & 105 calls, though no clear consensus in terms of direction. Recall yesterday we highlighted buyers of 12-strike weekly puts in the XLF suggesting traders may be looking for JPM results to ripple through the financials, I guess we’ll have to wait and see.

Similar Posts: