Q2 STOCKS TO BUY

FLIR Flies to Pre-Pandemic Levels on Buyout News

Options traders are chiming this morning, too

Deputy Editor
Jan 4, 2021 at 11:45 AM
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The shares of FLIR Systems, Inc. (NASDAQ:FLIR) are soaring today, after news that Teledyne Technologies (TDY) will be acquiring the thermal imaging camera company in a cash and stock deal valued at around $8 billion. For each share owned, FLIR shareholders will receive $28 in cash and 0.07 shares of TDY, which is moving lower today but trading around $362 at last check.

This news has FLIR looking to close the pandemic-fueled bear gap it suffered in late-February, and at last check, the security was up 19% at $52.17. Prior to this, the stock was carving out a steady path higher, starting in mid-November, with help from the 20-day moving average. Now, the equity is just south of its year-over-year breakeven. 

Meanwhile, options traders are blasting FLIR today, with options volume running at six times what's typically seen at this point. More specifically, 6,216 calls and 1,738 puts have crossed the tape so far. The January 2021 55-strike call is the most popular, followed by the 50-strike call in the same series. 

The preference for bullish options today has most certainly been the norm recently, per FLIR's 10-day call/put volume ratio of 35.5 at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). This ratio stands higher than 84% of its annual readings, showing calls being picked up at a faster-than-usual clip of late. 

Lastly, FLIR options are reasonably priced at the moment, too. The stock's Schaeffer's Volatility Index (SVI) of 37% stands higher than 18% of all other readings in its annual range, implying that options players are pricing in relatively low volatility expectations at the moment. 

 
 

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