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Buyout Buzz Sparks Rush on Hain Celestial Group Inc (HAIN) Call Options

Hain Celestial Group Inc (HAIN) is charging higher on takeover rumors, and the stock's call options are in high demand

Jun 21, 2016 at 11:40 AM
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Amid unsubstantiated takeover talk, Hain Celestial Group Inc (NASDAQ:HAIN) is rising and its options are flying. At last check, the food stock has added 3.6% to trade at $52.30. Meanwhile, HAIN's call options are changing hands at 42 times the expected intraday rate, with more than 9,400 contracts on the tape. In fact, intraday call volume ranks in the 100th annual percentile.

Diving right in, the 55 strike is very popular. Specifically, a block of 2,000 July 55 calls may have been sold to open for an initial credit of $200,000 ($1.00 premium received * number of contracts * 100 shares per contract). If this is the case, the call seller is betting on HAIN running into resistance at the 55 strike through front-month expiration, at the close on Friday, July 15.

On the bullish side of the aisle, a sweep of 1,265 August 55 calls may have been bought to open for $1.50 apiece. If so, the buyer anticipates HAIN will topple $55 by the close on Friday, Aug. 19 -- or risk losing the initial premium paid of nearly $190,000. The shares haven't settled a week north of that mark since Sept. 18.

Speaking more generally, short-term HAIN options traders are extremely call-skewed. The stock's Schaeffer's put/call open interest ratio (SOIR) checks in at 0.37 -- an annual low. In short, calls outnumber puts by the greatest margin in the past 12 months, when looking at options in the front three-months' series.

Much of the recent call activity has been of the buy-to-open sort. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 6.90 HAIN calls for each put over the past two weeks. The corresponding call/put volume ratio registers in the high 82nd annual percentile.

Technically speaking, Hain Celestial Group Inc's (NASDAQ:HAIN) intraday gains are just the tip of the iceberg. The outperforming stock has surged over 29% in 2016, and is on track for its highest settlement price since last October.

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