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Put Players Pile On as El Pollo Loco Holdings Inc (LOCO) Sinks

El Pollo Loco Holdings Inc (NASDAQ:LOCO) fell to its lowest perch on record after reporting earnings

Aug 14, 2015 at 2:21 PM
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It's a dismal day for El Pollo Loco Holdings Inc (NASDAQ:LOCO) shareholders, with the stock down 18.3% at $15 -- and earlier hit an all-time low of $14.62 -- after the firm last night said second-quarter revenue came in below estimates. What's more, the chicken chain lowered its full-year same-store sales forecast to roughly 3% from its previous outlook of 3%-5%.

Against this backdrop, LOCO has earned a place on the short-sale restricted list -- and an undesirable spot among its fellow Nasdaq names -- and put volume has popped to 27 times what's typically seen at this point in the day. Drilling down, it looks like one speculator could be rolling her long September 21 put position up and out to the December 23 strike. Meanwhile, shorter-term traders have turned their attention to LOCO's weekly 8/14 17- and 18-strike puts, which expire at tonight's close.

Widening the sentiment scope reveals long calls, not puts, have been popular in LOCO's options pits in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 50-day call/put volume ratio of 1.46 ranks in the 74th annual percentile.

Echoing this is LOCO's Schaeffer's put/call open interest ratio (SOIR) of 0.81, which rests lower than 65% of all similar readings taken in the past year. Simply stated, short-term speculators are more call-heavy than usual toward the security.

Looking at the front-month series, lofty amounts of call open interest are currently found at the August 20 and 25 strikes -- the latter of which is home to peak call open interest of 2,200 contracts. For traders that initiated long positions here, the goal is for LOCO to settle north of the strikes at next Friday's close, when the options expire. Should the security fail to stage the necessary rally, the most either set of call buyers stands to lose is the initial premium paid.

However, there could be an ulterior motive to this recent rash of call buying. Nearly one-quarter of El Pollo Loco Holdings Inc's (NASDAQ:LOCO) float is sold short, representing 8.6 times the average daily trading volume. In other words, short sellers may have been using the long calls to hedge against any unexpected upside.
 
 

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