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Kellogg Company (K) Buyout Rumors Provoke Bullish Options Betting

Could Kraft Heinz Co (KHC) purchase Kellogg Company (K)?

Aug 11, 2016 at 11:50 AM
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Kellogg Company (NYSE:K) has snap, crackle, popped to a 1.4% gain at $84.15 amid more unsubstantiated buyout chatter. This time around, rumor has it Kraft Heinz Co (NASDAQ:KHC) could make a play for the Rice Krispies parent. Whether or not this is true, K call options are changing hands at an accelerated pace.

By the numbers, nearly 7,400 calls are on the tape -- double the usual intraday volume, and 17 times the 3424 put options exchanged so far. In the lead is the out-of-the-money August 85 call, where it appears traders are purchasing new positions. Assuming this is the case, these speculators foresee K toppling $85 by next Friday's close, when front-month options expire.

This represents a dramatic shift for traders. During the last two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculators bought to open 2.45 puts for every call. What's more, this ratio ranks in the put-skewed 90th percentile of its annual range. Echoing this, K's Schaeffer's put/call open interest ratio (SOIR) of 0.61 tops three-quarters of all comparable readings from the past year, suggesting short-term open interest levels are relatively put-focused.

Options traders aren't the only ones growing skeptical toward the stock. Short interest, for instance, ramped up over 35% in the last two reporting periods. Plus, nearly 86% of the analysts tracking K shares consider them a "hold" or worse.

Based on Kellogg Company's (NYSE:K) chart, this skepticism is surprising. On a year-over-year basis, the stock has surged just over 22%, and less than a month ago, it topped out at a record $87.16. If this upward momentum persists -- as it is today -- a capitulation among the doubters could translate into an additional boost.

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