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Range Resources Corp. (RRC) M&A Deal Fails to Impress the Options Crowd

Range Resources Corp. (NYSE:RRC) is buying Memorial Resource Development Corp (NASDAQ:MRD), but options traders aren't buying in

May 16, 2016 at 11:39 AM
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There's plenty of wheeling and dealing taking place on Wall Street today, and -- along with this famed investor -- oil-and-gas firm Range Resources Corp. (NYSE:RRC) is right in the thick of things. The company this morning announced it would buy Memorial Resource Development Corp (NASDAQ:MRD) for $15.75 per share, putting the total value of the all-stock deal, including debt, at $4.4 billion. While MRD is up over 8% on the news, RRC is moving the other direction -- with intraday stock volume on pace to hit a 12-month high -- sending put players to the stock's options pits. 

At last check, RRC put volume was running at twice the average intraday pace, and more than doubling call volume. The May 40 put, which expires at this Friday's close, has seen the most action so far. If traders are buying to open positions here, they're betting on RRC falling further below $40 by week's end -- though International Securities Exchange (ISE) data indicates speculators are buying to close their positions.

This interest in puts is part of an ongoing trend in the stock's options pits. Data from the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows a 10-day put/call volume ratio of 1.97 that ranks in the 92nd annual percentile. Moreover, RRC's Schaeffer's put/call open interest ratio (SOIR) of 1.76 tops 86% of readings from the past year. No matter how you slice it, RRC puts have been extremely popular. 

Options traders haven't been the only ones betting against RRC, with short interest making up 12.7% of its float. It would take these bears nearly a week to buy back their positions, at the stock's average daily trading volumes. During the past two reporting periods, short interest fell by 21.6%. 

Conversely, analysts have been upping the bullish ante in recent weeks. There's still a bearish majority, however, with 13 of 22 brokerage firms calling RRC a "hold" or "strong sell."

Shares of Range Resources Corp. (NYSE:RRC) had been enjoying consistent gains in 2016 until recently. Even with today's 6% pullback to $39.50, the stock is up 60.5% year-to-date. And though today's drop puts RRC on pace to close below its 20-day moving average for the first time since April 6, its 30-day trendline appears poised to step up as support. 

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