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Which Covid-19 Vaccine is Showing Efficacy Against the Delta Variant

A shift in the options pits would create additional tailwinds for the equity

Digital Content Manager
Jul 2, 2021 at 10:51 AM
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The shares of Johnson & Johnson (NYSE:JNJ) are up 0.4% to trade at $166.55 at last check, following news that its single-dose Covid-19 vaccine is effective against the Delta variant, which has been rapidly spreading in Europe, India, and South Africa. Glenda Gray, head of the country's Medical Research Council, said new laboratory studies showed "good immediate and sustained immune response against Delta" for up to eight months after immunization.

The equity has experienced volatility on the charts since attempting a May run to its Jan. 26, all-time high of $173.65. Shares have since found a floor at the $162 level, and have support from the 140-day moving average. Longer term, Johnson & Johnson stock has added 18% year-over-year.

The brokerage bunch is optimistic towards the security, with eight of the 10 analysts in question sporting a "buy" or better rating, while the remaining two said "hold." Plus, the 12-month consensus target price of $187.39 is a 12.7% premium to the stock's current perch.

A shift in sentiment over in the options pits, which lean bearish, would create additional tailwinds for the equity. This is per JNJ's 50-day put/call volume ratio at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which sits in the 89th percentile of its annual range. This means puts are being picked up at a quicker-than-usual pace.

Lastly, JNJ options can be had for a a bargain at the moment. The equity's Schaeffer's Volatility Index (SVI) of 12% stands at the bottom of readings from the past year. In simpler terms, options players are currently pricing in low volatility expectations.

 

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