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Southwest Airlines Stock Losing Streak Draws Options Bears

Put buying has been popular on LUV stock lately

Mar 12, 2019 at 1:44 PM
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A global ban of Boeing's (BA) 737 MAX 8 planes is weighing on Southwest Airlines Co (NYSE:LUV) stock today -- down 2.3% to trade at $50.45. The airline is the biggest operator of the aircraft, but underscored in a released statement that data "indicates the effectiveness of our operating standards, procedures, and training."

Today's drop puts LUV stock on track for its eighth straight daily close, which will mark its longest losing streak since June 2010. And in the options pits, speculators are targeting even bigger losses for the airline shares.

Most recently, roughly 13,000 puts and 12,000 calls have traded on Southwest Airlines -- two times what's typically seen at this point. Trade-Alert highlights the March 50 put, where it looks like new positions are being purchased for a volume-weighted average price of $0.51. If this is the case, breakeven for the put buyers at the close this Friday, March 15, is $49.49 (strike less premium paid).

Widening the scope reveals that put buyers have been busy in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), LUV's 10-day put/call volume ratio of 0.62 ranks in the 74th annual percentile. So while more calls have been purchased than puts on an absolute basis, the high percentile ranking shows the rate of put buying has been quicker than usual.

Underscoring this put-heavy backdrop, put open interest on Southwest Airlines stock topped out at a 52-week peak of 120,736 contracts on March 5, and is currently perched not far from here at 105,464 contracts -- in the 98th annual percentile. The March 55 put is home to peak open interest of 14,383 contracts, and data suggests the bulk of the positions were initiated on Jan. 28, when LUV was trading near $55.50.

The shares went on to rally all the way up to three-month peak of $58.77 by Feb. 5, before gapping lower on Feb. 20 in the wake of a lowered unit revenue forecast. LUV subsequently tested its pre-gap levels on Warren Buffett takeover chatter before embarking on their next leg lower -- and surrendering a short-term foothold above their 200-day moving average.

luv stock daily chart march 12

 
 

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