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Options Traders Swarm Sinking United Parcel Service, Inc. (UPS)

UPS is getting pounded by bearish analyst notes, just a day after diving on earnings

Feb 1, 2017 at 2:36 PM
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United Parcel Service, Inc. (NYSE:UPS) is continuing its sell-off after yesterday's downbeat earnings report. The package delivery stock was last seen down 5% at $103.62 -- in line with a 50% retracement of its 2016 low and high, and flirting with seven-month lows. Pressuring the shares -- and sending their options pits into overdrive -- are negative analyst notes and reports of increased competition.

Specifically, since Tuesday's close, BMO has downgraded its rating to "market perform," and was one of at least seven brokerage firms to slash its price target. Moreover, e-tail giant Amazon.com, Inc. (NASDAQ:AMZN) announced plans to build a $1.5 billion air cargo hub in northern Kentucky, which is being interpreted as a threat to UPS' package-delivery prowess.

As alluded to, these developments have UPS options in high demand. By the numbers, 53,000 contracts are on the tape this afternoon, more than quadruple the expected intraday pace. Not to mention, intraday options volume ranks in the 99th percentile of its annual range.

The most active strike is the out-of-the-money February 110 call, where some buy-to-open activity looks to be transpiring. This would echo what we've seen in recent weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). UPS sports a top-heavy 10-day call/put volume ratio of 2.82, ranking just 4 percentage points shy of a 12-month peak.

Echoing the prevailing call-skew is United Parcel Service, Inc.'s (NYSE:UPS) Schaeffer's put/call open interest ratio (SOIR) of 0.50. Not only does this ratio indicate short-term calls double puts, it also ranks below 97% of comparable readings taken in the last year.

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