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Call Options Pop On Red-Hot Raytheon Stock

Trump's arms agreement with Saudi Arabia has stoked tailwinds for Raytheon shares

May 22, 2017 at 2:48 PM
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    Defense stocks are trading higher today, after President Donald Trump signed a $350 billion arms deal with several Middle East states. Saudi Arabia also inked deals with several private companies, including Boeing, Lockheed Martin, and Raytheon Company (NYSE:RTN) -- with shares of each trading higher. Meanwhile, RTN options volume is accelerated, with nearly 4,700 contracts exchanged, or 1.6 times the expected intraday rate.

    The two most active RTN options so far are the June 165 and 170 calls, where it looks like some of the action may be of the buy-to-open kind. This echoes a recent trend seen in Raytheon's options pits, with these front-month strikes seeing the two biggest increases in open interest over the past 10 trading sessions. Data from the major options exchanges confirms new positions were purchased, meaning call buyers expect RTN stock to break out above the strikes by expiration at the close on Friday, June 16.

    This penchant for long calls relative to puts is unusual for RTN options traders. Specifically, the stock's 10-day put/call volume ratio of 9.52 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) ranks in the 99th annual percentile.

    It's a prime time for these premium buyers to strike on RTN stock, too. Raytheon's Schaeffer's Volatility Index (SVI) of 15% is docked below 66% of all comparable readings taken in the past year. In other words, low volatility expectations are currently being priced into RTN's short-term options.

    At last check, Raytheon stock was trading up 0.6% at $161.19, and earlier hit a record high of $163.57. Longer term, RTN shares have surged more than 24% year-over-year -- finding support atop a trendline connecting a series of higher lows since early November.
     
     

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