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Molson Coors Brewing Company (TAP) M&A Pop Has Put Players Spooked

Molson Coors Brewing Company (NYSE:TAP) topped out at a record high earlier, on reports of a big takeover deal within the sector

Oct 13, 2015 at 9:55 AM
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Molson Coors Brewing Company (NYSE:TAP) hit an all-time peak of $87.25 out of the gate -- and was last seen up 10.2% at $86.76 -- amid signs of a record-setting deal between a pair of its sector peers. The stock has now rallied through recent resistance in the $83-to-$85 region, and is enjoying a 16% year-to-date lead.

Today's bull gap is most likely being met with jeers from options traders, who have been lining up on the bearish side of the fence in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), TAP's 10-day put/call volume ratio of 1.57 ranks in the 92nd annual percentile. Simply stated, puts have been bought to open over calls at a faster-than-usual clip.

Even more telling is TAP's Schaeffer's put/call open interest ratio (SOIR) of 0.91, which sits above all other comparable readings taken in the past year. In other words, short-term speculators are more put-heavy now than they've been at any point over the last 12 months.

Yesterday alone, puts changed hands at five times the average intraday pace, with the stock's October 75 strike seeing the most action. This put has been popular in recent weeks -- and currently houses peak put open interest in the front-month series -- with more than 12,550 new positions added in the last 10 days.

According to the ISE, CBOE, and PHLX, the majority of puts have been bought to open, meaning speculators have been rolling the dice on a close south of $75 at this Friday's close, when the series expires. Regardless of where the stock settles, though, the most the put buyers have risked is the initial cash outlay.

Outside of the options pits, sentiment is more upbeat toward Molson Coors Brewing Company (NYSE:TAP). For starters, just 3.1% of the security's float is sold short, and would take less than a day to cover, at average daily trading levels. Elsewhere, four analysts maintain a "strong buy" rating toward TAP, versus two "holds" and not a single "sell."

 

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