Q2 STOCKS TO BUY

Kohl's Call Options Premiums Explode After Upgrade

Cowen and Company upgraded the retailer to "outperform" from "market perform"

Managing Editor
Mar 9, 2018 at 9:49 AM
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Shares of department store concern Kohl's Corporation (NYSE:KSS) are moving higher, after Cowen and Company upgraded the stock to "outperform" from "market perform,"  and raised its price target to $74 from $66 -- territory not seen since May 2015. The brokerage firm waxed optimistic on several "competitive advantages," including Kohl's loyalty program, which it said could be attractive to potential buyers. 

Overall, KSS stock has gained 53% over the past year, and most recently touched a two-year high in late February. Since then, the shares have pulled back to successfully test support at their rising 50-day moving average, and were last seen up 2% to trade at $63.47.

In the options pits, traders have been unusually optimistic towards Kohl's stock, with data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) showing a 10-day call/put volume ratio of 2.42, which ranks in the 83rd annual percentile. This suggests calls have been purchased over puts at a faster-than-usual clip over the past two weeks.

Echoing this, Kohl's stock's Schaeffer's put/call open interest ratio (SOIR) of 0.57 ranks in just the 2nd annual percentile. This low ranking suggests that short-term speculators have rarely been more call-skewed toward the stock during the past 12 months. 

And given KSS shares impressive technical performance, the stock's call options are pricing in higher volatility expectations compared to their put counterparts. Specifically, the equity's 30-day implied volatility skew of 4% ranks in the 8th annual percentile.
 
 

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