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Perrigo Company plc (PRGO) Option Bulls Hit the Exits Amid M&A Doubts

Perrigo Company plc Ordinary Shares (NYSE:PRGO) is trading lower after J.P. Morgan Securities dash M&A hopes

Jun 15, 2016 at 3:31 PM
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Perrigo Company plc Ordinary Shares (NYSE:PRGO) is sliding today, down 8.4% to $99.01, after analysts at J.P. Morgan Securities said they're skeptical of the company's buyout prospects. The biotech stock exploded higher on Tuesday, and out of the gate this morning, thanks to M&A rumblings -- similar to this red-hot social media stock. Today's drop puts PRGO stock roughly 48% lower on a year-over-year basis, and options volume is picking up in the meantime. 

In fact, PRGO options are trading at twice the normal afternoon pace, putting volume on pace to finish in the 95th annual percentile. It appears much of this activity is due to traders closing their positions at the June 110 and July 120 calls amid today's disappointing M&A news. This hasn't deterred all traders, though, as buy-to-open activity seems to be taking place at the August 120 call. 

Call buying is the norm in PRGO's options pits, though. The stock's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) stands at 1.34. Plus, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.64 sits in just the 6th annual percentile, meaning short-term options traders are far more call-skewed than usual. 

Most analysts were already skeptical of Perrigo Company plc Ordinary Shares (NYSE:PRGO) coming into today. By the numbers, 12 out of 17 brokerage firms call the stock a "hold" or "sell." 

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