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Option Bulls Blitz Booming Micron Technology, Inc. (MU)

Micron Technology, Inc. (NASDAQ:MU) soared to a new 52-week peak on reports of a new partnership, and call volume is accelerated

Nov 17, 2016 at 2:10 PM
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Semiconductor stocks have been on fire this week, and Micron Technology, Inc. (NASDAQ:MU) is no exception. The tech stock is trading 5.4% higher at $19.23 -- fresh off an annual high of $19.34 -- on reports the chipmaker is in licensing talks with Changjiang Storage, bringing its week-to-date advance to nearly 9%. Against this backdrop, call volume is soaring in MU's options pits, trading at four times what's typically seen at this point in the day.

By the numbers, 116,141 calls have traded on MU so far -- with volume on track to finish in the 99th percentile of its annual range -- compared to 24,506 puts. Roughly one-fifth of the day's call volume has centered at MU's November 19 call, where it seems safe to assume new positions are being purchased. It looks like speculative players are also buying to open December 19 calls, where 11,345 contracts have traded.

By initiating these long calls, buyers expect MU to extend its run north of $19 over the next four weeks. As a point of reference, the front-month November calls will expire at tomorrow's close, while the back-month December calls will expire at the close on Friday, Dec. 16. Good news for the back-month call buyers -- MU stock has historically been one of the best S&P 500 Index (SPX) stocks to own during Thanksgiving Week.

These options bulls are not alone. Over the past 10 trading sessions, almost 11,250 December 19 calls were initiated -- most of which were bought to open, per the major options exchanges. More broadly, traders at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) have bought to open 88,135 MU calls in the past two weeks, versus 8,795 puts. What's more, the resultant call/put volume ratio of 10.02 ranks just 4 percentage points from a 52-week peak.

Now appears to be a prime time for options buyers to strike, too. Both MU's 30-day at-the-money implied volatility of 39.6% and its Schaeffer's Volatility Index (SVI) of 40% rank in the 9th percentile of their respective annual ranges. In other words, low volatility expectations are currently priced into the stock's short-term options -- a potential boon to those purchasing premium.

Looking at the charts, this week's positive price action is just more of the same for Micron Technology, Inc. (NASDAQ:MU). Year-to-date, the stock has swelled more than 35%, and has more than doubled off its late-January two-year lows near $9.31. And while recent pullbacks have been contained near the $16.50 mark since September, the $18.73 region could now emerge as a short-term foothold -- home to MU's 20% year-over-year return.

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