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The Turbulence Facing United Continental Holdings Inc (UAL)

A technical glitch caused United Continental Holdings Inc (NYSE:UAL) to ground flights earlier, and now the shares are trading lower

Jul 8, 2015 at 10:52 AM
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It's been a rough morning for United Continental Holdings Inc (NYSE:UAL), which earlier grounded flights nationwide due to a network connectivity glitch. The issue has now been resolved and flights are boarding, but that has done little to save the stock, which was last seen 2.3% lower at $53.09. This negative price action is just more of the same for a stock that's surrendered 21% year-to-date, and continues to stare up at its 40-day moving average -- a trendline that's ushered UAL lower since late March.

Despite these technical troubles, option traders have remained upbeat. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), UAL's 50-day call/put volume ratio of 3.99 ranks in the 97th annual percentile. In other words, calls have been bought to open over puts with more rapidity just 3% of the time within the past year.

Echoing this call-skewed trend is UAL's Schaeffer's put/call open interest ratio (SOIR) of 0.23. Not only does this show that call open interest outpaces put open interest by a more than 4-to-1 ratio among options set to expire in three months or less, but it sits lower than 98% of all comparable readings taken in the past year. Simply stated, speculative traders have rarely been as call-heavy as they are now.

In the front-month series of options, peak call open interest is found at the July 55 strike, where 22,860 contracts currently reside. According to the ISE, CBOE, and PHLX, the vast majority of calls have been bought to open here, as traders roll the dice on UAL to be sitting above $55 at next Friday's close -- when the series expires. Amid today's decline, delta on the call has dropped to 0.34 from 0.44 at last night's close, suggesting a roughly 1-in-3 shot the option will be in the money at expiration.

Outside of the options pits, sentiment is also skewed toward the optimistic side. Of the 13 analysts covering the shares, 10 maintain a "buy" or better rating, versus three "holds." Meanwhile, UAL's average 12-month price target of $76.83 represents expected upside of 45% to current trading levels -- and a trek into uncharted territory. Should United Continental Holdings Inc (NYSE:UAL) continue to struggle, a capitulation from option bulls and/or a round of bearish brokerage notes could create additional turbulence for the shares.
 

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