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Option Bulls Keep the Faith in Flagging Edwards Lifesciences Corp (EW)

Edwards Lifesciences Corp (EW) call options are hot, even though the stock is plunging after earnings

Oct 26, 2016 at 11:42 AM
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Edwards Lifesciences Corp (NYSE:EW) is getting demolished on lackluster quarterly sales -- though earnings were in line with expectations. At last check, the healthcare stock has sunk 12.8% to $99.14, landing it on the short-sale restricted list. Meanwhile, intraday stock and options volume are running in the 100th percentile of their respective annual ranges, with 9.1 million EW shares and 9,835 options traded.

From the looks of it, some options traders are betting on a short-term bounce for EW. Specifically, calls are being exchanged at 22 times the expected rate for this point in the session, with 7,084 contracts on the tape. The most active strike is the November 100 call, with traders purchasing new positions in hopes the stock will muscle back into triple-digit territory by front-month expiration, at the close on Friday, Nov. 18.

This optimism reflects a trend witnessed in recent months at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, during the past 50 sessions, traders have bought to open four times as many EW calls as puts. The resultant call/put volume ratio of 4.09 ranks in the bullishly skewed 92nd annual percentile.

Short-term options can be purchased at a relative discount right now, too. Specifically, EW's Schaeffer's Volatility Index (SVI) of 36% registers below 98% of all comparable readings from the past year, hinting at historically muted volatility expectations.

Meanwhile, optimism can be detected elsewhere on the Street. EW has received 13 "buy" or better recommendations from analysts, compared to four "holds" and not a single "sell" opinion. Likewise, the stock's consensus 12-month price target of $122.75 stands in record-high territory.

From the looks of it, though, the brokerage crowd may be starting to change its collective tune on Edwards Lifesciences Corp (NYSE:EW). Responding to last night's earnings report, no fewer than six analysts slashed their price targets on the shares. The deepest cut came courtesy of Citigroup, which reduced its target to $88 from $94, an area last explored prior to an early April bull gap.

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