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Put Options Pop as Layoffs Level Nike Stock

NKE's single-session put/call volume ratio is on track for a new annual high

Jun 15, 2017 at 3:20 PM
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Despite another sharp sell-off in tech shares, Nike Inc (NYSE:NKE) is the worst Dow stock today -- trading down 3.4% at $52.83, after the athletic apparel name said it would lay off roughly 2% of its workforce and eliminate 25% of its shoe styles. NKE options traders are bracing for even more losses, with more than 57,000 puts traded so far -- six times what's typically seen, and volume is on track to settle in the 98th annual percentile.

The bulk of the day's put volume has centered at weekly 6/30 52-strike put, where 26,209 contracts have traded. This is due to a massive 20,000-contract block that Trade-Alert confirms was bought to open for an initial cash outlay of $1.77 million (number of contracts * $0.886 premium paid * 100 shares per contract). This is the most the put buyer stands to lose, should NKE settle north of $52 at the close on Friday, June 30, when the weekly options expire. Profit, meanwhile, will accumulate on a move below breakeven at $51.114 (strike less premium paid).

Today's put-skewed session runs counter to the recent trend seen in Nike's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), 32,784 calls have been bought to open on NKE stock, versus 14,000 puts -- with the resultant call/put volume ratio of 2.34 docked higher than 87% of all comparable readings taken in the past year. In fact, NKE's single-session put/call volume ratio for today's trading was last seen at 2.85 -- on track for a new 12-month high.

In the weekly 6/30 series, the 55-strike call has seen the biggest rise in open interest over the last two weeks, with 6,500 contracts added. Most of this action occurred on Tuesday, June 13, when a block of 4,516 contracts was bought to open for $1.059 apiece. At last check, the bid price on the weekly calls was $0.58, meaning the option trader was staring at paper losses.

Technically, Nike stock has been trading in a channel of higher highs and lows since bottoming at its most recent low of $50.81 on May 19. Canaccord Genuity believes the stock is heading back down to this neighborhood, though, and earlier reiterated its "hold" rating and $51 price target for NKE shares. The brokerage firm said it believes the reorganization is coming from a "defensive posture, not an offensive one," and that "the coast is not clear and much work remains to be done."
 
 

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