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Pfizer Draws Post-Earnings Upgrade

Volatility expectations remain elevated on Pfizer

Jan 31, 2019 at 10:22 AM
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Coming off the company's earnings release on Tuesday, Pfizer Inc. (NYSE:PFE) just received an upgrade to "outperform" from "neutral" at Credit Suisse, which bumped up its price target to $47 from $45. This is overshadowing a minuscule price-target reduction out of Independent Research, from $44 to $43. PFE shares are trading higher this morning, last seen up 2.4% at $42.21, as they try to extend their recent bounce from the 200-day moving average.

Options traders have seemingly been betting on upside from the equity. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), more than 52,602 calls have been bought to open during the past 10 days, compared to just 16,000 puts. On the other hand, total call open interest is quite small right now, with the 332,063 open calls registering in just the 3rd annual percentile.

Already this morning the blue chip is seeing heavy options trades. Volume for puts and calls is running at about three times the average intraday clip, and the February 43 call is most popular overall. Just below that are the weekly 2/1 42-strike call, and the March and April 41 puts, with new positions opening at the latter.

Even with earnings out of the way, volatility expectations aren't exactly muted on Pfizer. Its 30-day at-the-money implied volatility of 19.3%, for instance, still ranks higher than two-thirds of readings from the past year. In other words, premiums remain somewhat pricey for near-term options.

 

 
 

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