Investors in Aphria Inc. APHA
need to pay close attention to the stock based on moves in the
options market lately. That is because the May 31, 2019 $8.00 Call
had some of the highest implied volatility of all equity options
today.
What is Implied Volatility?
Implied volatility shows how much movement the market is expecting
in the future. Options with high levels of implied volatility
suggest that investors in the underlying stocks are expecting a big
move in one direction or the other. It could also mean there is an
event coming up soon that may cause a big rally or a huge sell off.
However, implied volatility is only one piece of the puzzle when
putting together an options trading strategy.
What do the Analysts Think?
Clearly, options traders are pricing in a big move for Aphria
shares, but what is the fundamental picture for the company?
Currently, Aphria is a Zacks Rank #3 (Hold) in the Medical -
Products industry that ranks in the Top 38% of our Zacks Industry
Rank. Over the last 60 days, no analysts have increased their
earnings estimates for the current quarter, while two have revised
their estimates downward. The net effect has taken our Zacks
Consensus Estimate for the current quarter from a loss of 2 cents
per share to a loss of 7 cents in that period.
Given the way analysts feel about Aphria right now, this huge
implied volatility could mean thereâs a trade developing. Often
times, options traders look for options with high levels of implied
volatility to sell premium. This is a strategy many seasoned
traders use because it captures decay. At expiration, the hope for
these traders is that the underlying stock does not move as much as
originally expected.
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