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Options Bulls Bet on Johnson & Johnson Stock After Vaccine Update

Call activity is running at three times what's typically seen at this point

Deputy Editor
Aug 25, 2021 at 10:23 AM
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On the heels of the first Covid-19 vaccine to receive approval from the U.S. Food and Drug Administration (FDA), Johnson & Johnson (NYSE:JNJ) announced some upbeat early-stage clinical trial news. Its Covid-19 booster shot saw a promising immune response, according to the company, and those who received the jab generated virus-fighting antibodies that were "nine-fold higher" than those who were seen four weeks later that received just one dose of the shot. However, a press release from Johnson & Johnson withheld some information, including the booster shot's safety and potential impact on the delta variant. 

In the wake of today's news, JNJ's options pits are exploding with bullish activity. In the first hour of trading, 6,809 calls have crossed the tape, three times what's typically seen at this point, and nearly eight times the amount puts traded. The most popular is the weekly 8/27 177.50-strike call, where new positions are being bought to open, followed by the September 180 call.

At the moment, Johnson & Johnson's options are reasonably priced. JNJ's Schaeffer's Volatility Index (SVI) of 14% is in the 5th percentile of its annual range, implying that options players are pricing in relatively low volatility expectations.

Johnson & Johnson stock is fairly muted in response to the news, last seen down 0.4% to trade at $174.62 at last check. On the charts, JNJ is fresh off an Aug. 20, all-time high of $179.92, and just pulled back to test support at its 20-day moving average. Longer term, the security is up 10.8% year-to-date.

 
 

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