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Toll Brothers Call Volume Peaks as Stock Climbs

TOL calls are crossing at 16 times the expected intraday pace

Sep 16, 2019 at 1:03 PM
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Toll Brothers Inc (NYSE:TOL) stock is showing strength amid a down day for the broader equities market -- up 1.8% at $39.44, set to extend its winning streak to five. Today's pop has caught the eye of options traders, with single-session call volume already at a new 52-week peak.

By the numbers, roughly 17,350 calls are on the tape at last check, almost 16 times what's typically seen at this point. More than 80% of this intraday volume has centered at the October 41 call, due to a 7,950-contract block that was likely bought to open for $341,850 (number of contracts * $0.43 premium paid * 100 shares per contract).

If this is the case, breakeven on the trade is $41.43 (strike plus premium paid). And while profit for the call buyer is theoretically unlimited on a move to the upside, risk is limited to the initial cash outlay, should TOL stock settle south of $41 at the close on Friday, Oct. 18.

Given TOL's recent burst higher, this activity could be at the hands of a traditional bull. However, it's also possible a short seller initiated an options hedge to guard against any additional upside risk. Short interest jumped 8.4% in the two most recent reporting periods to 5.7 million shares -- the most since mid-June.

Whatever the reason, it's an attractive time to purchase premium on Toll Brothers options. The stock's Schaeffer's Volatility Index (SVI) of 26% registers in the 7th annual percentile, meaning short-term options are pricing in relatively low volatility expectations at the moment.

tol stock daily price chart on sept 16

 
 

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