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Job Cuts Pressure Groupon Inc (GRPN), Option Bulls

Call buyers have targeted Groupon Inc (GRPN), despite its lackluster performance

Sep 22, 2015 at 10:55 AM
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Groupon Inc (NASDAQ:GRPN) announced its board of directors has approved restructuring efforts that will include roughly 1,100 job cuts, or 9.3% of its global workforce. The company hopes to invest its expected cost savings back into the business.

On the charts, GRPN is down 2.3% today at $4.07, after ending 2014 at $8.26. Moreover, the shares face a stiff level of overhead resistance at their 32-day moving average, located at $4.25. In other words, the stock's technical set-up is bleak.

That hasn't kept option traders from wagering on a major upside move. During the past 10 days, GRPN's out-of-the-money (OOTM) October 4.50 call has seen the second largest increase in open interest of any front-month strike. More ambitious yet, over 17,600 contracts reside at the deep OOTM October 5 call, and data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) indicates a majority of these positions have been bought to open in the past three months.

Echoing this optimistic bent is GRPN's Schaeffer's put/call open interest ratio (SOIR) of 0.17. This reading indicates call open interest outweighs put open interest by a more than 5-to-1 margin, among options with a shelf-life of three months or less. In fact, the stock's SOIR has never been lower in the past year, pointing to an extreme bias toward short-term calls over puts.

On the flip side, short interest levels remain high on Groupon Inc (NASDAQ:GRPN). Despite falling 16.2% during the latest reporting period, short interest still makes up almost 16% of the equity's total float -- or more than a week's worth of activity, at typical volumes. In fact, some of GRPN's recent call buyers -- especially those targeting OOTM strikes -- may be short sellers hedging their downside bets.
 

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