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Micron Technology, Inc. (MU) Breakout Draws Bargain-Hunting Options Buyers

Micron Technology, Inc. (NASDAQ:MU) options have been popular recently

May 27, 2016 at 11:59 AM
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Options traders have displayed growing interest in semiconductor stock Micron Technology, Inc. (NASDAQ:MU) of late. Today, MU call options are trading at three times the average intraday volume. The most popular option by far is the weekly 6/24 12.50-strike call, where it appears traders are opening long positions in hopes of MU shares topping the strike before the close on Friday, June 24, when the options expire. Delta on the call comes in at 0.49, meaning the option has a roughly 50% chance of finishing in the money. 

Slightly longer-term MU options traders are eyeing the standard July series, where the 10, 12, and 14 calls are in heavy rotation. If traders are buying to open positions at these strikes, they're expecting more gains from MU stock through the close on Friday, July 15 -- when the back-month series expires. 

As was mentioned, MU options have been hot recently -- though last week's trading was highlighted by a huge bearish bet. And while call buying has remained more popular than put buying on an absolute basis during the past two weeks, according to data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), this call bias has died down some. For instance, the stock's 10-day call/put volume ratio across these exchanges has dropped to 2.66 from 6.48 over the past three weeks -- in the middling 49th percentile of its annual range.

No matter which way MU options traders wish to bet, it appears to be a good time to buy premium on the stock's near-term options. This is according to MU's Schaeffer's Volatility Index (SVI) of 45%, which ranks in the low 22nd annual percentile. Said differently, the options market is currently pricing in lower-than-usual volatility expectations for MU. Of course, buyers of long options can always rest assured that their losses are limited to the initial premium paid

Filling out the rest of the sentiment picture for MU, 14 analysts rate the stock a "buy" or better, nine call it a "hold," and two others say it's a "sell" or worse. Meanwhile, MU's average 12-month price target stands at $13.48 -- territory the stock hasn't seen since early January -- while its short-interest ratio comes in at a healthy 2.50. 

Shares of Micron Technology, Inc. (NASDAQ:MU) have been gaining in recent weeks -- along with several of its sector peers -- possibly explaining the increased activity in its options pits. The stock bottomed at $9.35 earlier this month, but has since rallied to trade at $12.26, including a 2.6% pop today. In the process, MU finally sliced through its 100-day moving average, which had thwarted rally attempts since early 2015, while seemingly breaking out of the $11-$12 range that had contained the semiconductor stock's upside since mid-January. 

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