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Options Bulls Blast DNKN After $8.76 Billion Buyout Deal

The equity is already up over 40% this year

Digital Content Manager
Nov 2, 2020 at 11:48 AM
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The shares of Dunkin' Brands Group Inc (NASDAQ:DNKN) are up 6.4% at $106.08 at last check, earlier hitting an all-time high of $106.18, after the fast food chain announced it would be acquired by Arby's owner Inspire Brands for $8.76 billion, or $106.50 per share, in a go-private deal. In turn, the company earned no fewer than six price-target hikes this morning from analysts setting their new estimates at $106.50. Several analyst did issue downgrades, however, including Credit Suisse to "neutral" from "outperform."

Digging deeper, the security has been carving a channel of higher highs since April, nearly tripling off its March 19, four-year-low of $38.51. Meanwhile, the stock's 30-day moving average has acted as a consistent source of support for several months, leading shares to an Oct. 26 bull gap. Longer term, DNKN sports a healthy 40.5% year-to-date lead.

Analysts were mostly hesitant towards the stock coming into today, with 10 of the 17 in coverage sporting a tepid "hold" rating, and the remaining seven carrying a "strong buy." Echoing this is the 12-month consensus target price of $96.11, which is a 9.4% discount to the equity's current perch.

That pessimistic sentiment is reflected in the options pits, where puts have been picking up in popularity. DNKN sports a 50-day put/call volume ratio at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) that sits in the 79th percentile of its annual range. This suggests a healthier-than-usual appetite for bearish bets of late.

And yet, today's options activity paints a different picture. So far, 30,000 calls have crossed the tape -- 20 times the average intraday amount, and almost four times the number of puts traded. Most popular is the monthly November 110 call, followed closely by the 105 call from the same series. 

It's no wonder why -- now seems to be an affordable time to bet on DNKN with options. This is per the equity's Schaeffer's Volatility Index (SVI) of 35%, which sits higher than just 17% of all other annual readings.

 
 

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