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Options Hot as Darden Restaurants, Inc. (DRI) Iced Ahead of Earnings

Restaurant operator Darden Restaurants, Inc. (NYSE:DRI) is set to report earnings tomorrow, and the stock's options are hot after negative analyst attention

Oct 3, 2016 at 2:56 PM
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Olive Garden parent Darden Restuarants, Inc. (NYSE:DRI) has been feeling the pain of late. Scheduled to report earnings tomorrow morning, DRI suffered a setback today when analysts as Stifel cut DRI's price target to $50 from $53 -- territory not charted since late 2014 -- and reiterated a "sell" rating. The stock is currently down 0.6% at $60.96, and just off a two-month low, as options traders watch carefully to see how DRI's next 24 hours shake out.

DRI is down almost 11% year-over-year, and and has spent much of this quarter attempting to break out of a post-earnings bear gap ceiling in the $63-$63.50 range. This price level represents DRI's year-to-date breakeven point, and earlier this year actually served to limit the stock's downward momentum. DRI is down over 2% in the last month alone, despite September historically being a stronger month for the shares.

Today in the option pits, DRI calls are trading at six times their usual average intraday rate, and DRI option volume is set to touch the 95th percentile of its annual range. Today's most active option is the October 62.50 call, which is also DRI's peak open interest position. Buyers of the call are betting on a near-term breakout, but these overhead bets could act as another layer of short-term resistance.

Longer term, DRI's 50-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) of 1.88 is higher than 90% of all other readings taken in the past 12 months. A sudden unwinding of these bullish bets after a less-than-stellar earnings report could serve as a headwind for DRI.

Historically, DRI has averaged a single-session post-earnings swing of 2.8% in either direction, though the last two quarters have seen a DRI move downward after reporting earnings. This time around, the options market appears to be pricing in a 5.3% single-day move in either direction, based on implied volatility data. If Darden Restaurants, Inc. (NYSE:DRI) does happen to swing lower, there will be a number of short sellers celebrating, given that 8.6% of DRI's float is sold short, which would take over seven days of trading to cover, at DRI's average daily volume.

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