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Endo International plc (ENDP) Puts Run Hot Amid M&A Buzz

Endo International plc - Ordinary Shares (ENDP) announced plans to buy Par Pharmaceutical Holdings

May 18, 2015 at 11:23 AM
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Endo International plc - Ordinary Shares (NASDAQ:ENDP) is off 3.4% today at $82.35, on news the company will purchase Par Pharmaceutical Holdings from an affiliate of TPG Capital for more than $8 billion in cash and stock. In fact, this is ENDP's second major acquisition this month. Options traders are responding, too, as ENDP's intraday volume is at triple the expected amount.

Digging deeper, speculators are focused on June-dated puts, with the 80 and 85 strikes seeing what looks like some buy-to-open activity. By purchasing these positions, the bears expect ENDP to continue sinking through the close on Friday, June 19, when the newly front-month options expire.

Put buying has been par for the course. During the past 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), ENDP has amassed a put/call volume ratio of 1.13, which ranks in the top quartile of its annual range.

Echoing this, the stock's Schaeffer's put/call open interest ratio (SOIR) stands at a 52-week high of 1.98. This indicates put open interest roughly doubles call open interest among options expiring in the next three months -- greater than any comparable SOIR from the last year.

On the charts, Endo International plc (NASDAQ:ENDP) has been pulling back since touching a record high of $96.58 in mid-April. Currently, the shares are testing their 120-day moving average, which hasn't been breached on a closing basis since mid-November.
 
 

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