Schaeffer's Top Stock Picks for '25

Unusual Put-Skew on Mastercard Despite Seasonal Tailwinds

Volatility expectations look somewhat low right now on Mastercard

Jul 1, 2019 at 12:03 PM
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We've already discussed Visa (V) and its historical outperformance in the coming months, but rival Mastercard Inc (NYSE:MA) has also done extremely well in both July and the entire third quarter over the past decade. For July, MA shares have averaged a 4.9% gain during the past 10 years, and they've closed the month positive each time. The average gain for the third quarter has been 10.3%, and 90% of the returns have been positive. But options data doesn't reflect optimism for the stock in the near term.

Specifically, the equity's Schaeffer's put/call open interest ratio (SOIR) stands at 1.43. Not only does this show that put open interest easily outweighs call open interest among contracts expiring within three months, but it ranks in the 100th annual percentile, showing such a put-skew to be highly unusual.

In just the July series, the 240 and 260 puts both saw large accumulations of open interest in the past two weeks, along with build-ups at the weekly 7/5 260-strike and 7/12 260-strike puts. More broadly, though, peak open interest in the July series is at the 220 put. There's also heavy open interest at the September 220 put.

Given how far out of the money the 220 strikes are, traders may be using these options to protect paper profits, since Mastercard stock has had a huge year on the charts. In fact, the shares just today hit an all-time high of $269.99, and were last seen trading at $265.32, bringing their year-to-date lead to almost 41%.

While some of this put activity may not exactly be from bearish traders, it's also not like there's been any bullish interest from speculators at all. For instance, call open interest right now is in just the 1st annual percentile. Overall, MA's Schaeffer's Volatility Index (SVI) of 20% ranks in the 14th annual percentile, suggesting there are lower-than-normal volatility expectations being priced into near-term options at the moment -- which should be attractive to premium buyers.

 
 

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