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Herbalife Ltd. (HLF) Options Traders Dismiss Ackman Accusations

Bill Ackman has levied a new attack against Herbalife Ltd. (NYSE:HLF)

Jun 21, 2016 at 2:48 PM
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In his latest attack on Herbalife Ltd. (NYSE:HLF), Pershing Square Capital Management's Bill Ackman is releasing a series of videos targeting the nutritional supplements maker ahead of the conclusion of the Federal Trade Commission's (FTC) probe into its business practices. Ackman has been notoriously bearish on HLF, and amid this latest move by the activist investor, HLF stock is down 0.6% at $59.44. Nevertheless, call options are crossing at more than twice the rate of puts -- and it looks like one speculator is eyeing a big bounce for HLF over the next several months.

Specifically, the top trade on HLF today is a block of 1,500 November 75 calls that crossed around 11:00 a.m. ET when the stock was trading near $59.80. It appears as if this block was bought to open for an initial cash outlay of $450,000 (number of contracts * $3.00 premium paid * 100 shares per contract). If this is the case, the goal is for HLF to rally north of $75 by November options expiration -- territory not charted since January 2014.

More broadly speaking, options traders have displayed a growing appetite for long calls in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), HLF's 10-day call/put volume ratio has surged to 1.40 from 0.36 over the past two weeks. What's more, the current ratio ranks in the 72nd annual percentile, meaning call options have been bought to open over put options at a faster-than-usual clip.

However, there could be another motive to this recent rush toward long calls. In fact, short interest surged 4.8% in the two most recent reporting periods, with these bearish bets now accounting for one-third of HLF's available float. In other words, speculative players could be initiating protective calls to guard their shorted shares against any upside risk.

Technically, HLF is up more than 40% from its mid-February annual low of $42.26 -- and hit an earnings-induced 52-week peak of $66.26 on May 6. More recently, though, the shares have been testing a foothold atop their 80-day moving average, and appear poised to settle the session south of a trendline that ushered them lower through mid-2014 and early 2015. In addition to the release of Ackman's videos, the stock could also be reacting to Height Securities' outlook that, while Herbalife Ltd. (NYSE:HLF) could be closing the door on the FTC's investigation, the damage may be more than previously anticipated.

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