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Herbalife Ltd. (HLF) Traders Eye End-of-Week Explosion

An unwinding of negative sentiment on Wall Street could fuel more gains for Herbalife Ltd. (HLF)

Nov 5, 2015 at 2:13 PM
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Herbalife Ltd. (NYSE:HLF) has shot 3.5% higher to trade at $57.88, amid unconfirmed speculation that short seller Bill Ackman is unwinding his position -- or else getting pressured by enemies buying shares to exacerbate Ackman's losses, especially in light of his other losing investment. Option traders are responding to the bounce, too, with intraday call volume quadrupling the typical amount.

Diving right in, buy-to-open activity is transpiring at HLF's weekly 11/6 61-strike call. By purchasing these positions, traders are counting on the shares toppling $61 by tomorrow's close, when the weekly series expires. Historically speaking, the stock hasn't traded north of that strike since Aug. 11, but even if the call expires out of the money, the most the buyer stands to lose is the initial premium paid.

From a contrarian perspective, one thing that works in the aforementioned speculators' favor is the amount of negativity being levied toward HLF on Wall Street. Across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has racked up a 50-day put/call volume ratio of 2.20 -- with long puts more than doubling calls. What's more, this ratio ranks just 5 percentage points from an annual peak, hinting at a near-extreme preference for bearish bets over bullish.

Similarly, HLF's Schaeffer's put/call open interest ratio (SOIR) stands at 1.85, with short-term put open interest almost two times call open interest. This SOIR is higher than three-quarters of comparable readings from the last 52 weeks, pointing to a pronounced put bias. A capitulation among bearish option traders could result in upside momentum for the shares.

Adding to the contrarian-bullish case, over 28% of Herbalife Ltd.'s (NYSE:HLF) float is sold short. At the stock's typical daily volumes, it would take approximately one month to repurchase these positions. In other words, future short-covering activity could serve as another upward catalyst.
 
 

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