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Why Priceline Group Inc (PCLN) Option Bears May Be On Edge

Priceline Group Inc (PCLN) has been one of the best first-quarter S&P 500 Index (SPX) stocks over the past decade

Dec 30, 2016 at 2:40 PM
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Travel stock Priceline Group Inc (NASDAQ:PCLN) has been on a fairly steady uptrend this year, adding nearly 54% from its early February lows near $954, and tapping an all-time high above $1,600 just last month. Since then, the shares have pulled back slightly to find support in the $1,450-$1,470 range, with the latter end of this range currently home to their 20-week trendline. If history is any indicator, PCLN could be set for another leg higher. Nevertheless, options traders have been unusually bearish toward the stock in recent weeks.

Specifically, PCLN's 10-day put/call volume ratio of 1.16 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) sits just 4 percentage points from a 12-month high. This preference for puts is echoed among near-term traders, as well. The equity's Schaeffer's put/call open interest ratio (SOIR) of 1.31 sits higher than 91% of all comparable readings from the past year. In fact, puts are trading at 1.7 times the expected intraday rate today, with opening action spotted on numerous strikes in the weekly 12/30 series, which expires at tonight's close.

Whether on the put or call side, though, buyers of PCLN's short-term options appear to be getting a relative bargain at the moment. The stock currently boasts a Schaeffer's Volatility Index (SVI) of 18% -- in the low 3rd percentile of its annual range. Simply stated, premium on PCLN's near-term options is pricing in remarkably low volatility expectations.

And while some of the recent put activity could be a result of shareholders protecting paper profits against any downside, the stock could well be on the verge of another breakout. Based on data from Schaeffer's Senior Quantitative Analyst Rocky White, Priceline Group Inc (NASDAQ:PCLN) has been one of the top S&P 500 Index (SPX) performers in the first quarter over the past decade. In fact, the shares have finished the period from January through March positive each of the past 10 years. Moreover, the equity has averaged a gain of 14.8% for the period. To put this into perspective, such a gain from PCLN's current price of $1,465.49 would put the shares more than $80 above their previous record peak.

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