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Drug Data Burns Intercept Pharmaceuticals Inc (ICPT), Option Bulls

Intercept Pharmaceuticals Inc (ICPT) has lost nearly 6% on mixed trial data

Oct 28, 2015 at 11:00 AM
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Intercept Pharmaceuticals Inc (NASDAQ:ICPT) is getting burned, after the company reported mixed trial results for its liver inflammation drug, last seen 5.9% lower at $157.71. Also, this morning's bear gap has nearly dropped the stock into negative year-to-date territory, while landing it on the short-sale restricted list. Amid this woeful price action, put traders are having a field day.

Diving right in, ICPT's intraday put volume is running at 29 times the usual pace. Most active is the out-of-the-money November 140 strike, where fresh buyers are rolling the dice on further losses through front-month expiration, at the close on Friday, Nov. 20. The shares haven't ended a session south of $140 since mid-December. As such, delta on the ICPT put is negative 0.23, indicating the market is giving it a relatively low 23% chance of an in-the-money finish at expiration. The odds are better than they were last night, though, when delta was negative 0.17.

Today's bearish betting is highly unusual for ICPT traders. Over the past two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), nearly 1,000 calls have been bought to open versus roughly 30 puts. The resultant call/put volume ratio stands at an annual high of 29.55. Suffice it to say, an unwinding of this optimism could result in further headwinds for ICPT. On the other hand, it's possible some of these so-called bulls are short sellers hedging their bets, considering 15% of the security's float is sold short.

Another potential danger for the stock is a capitulation among bullish analysts. Of the eight firms tracking Intercept Pharmaceuticals Inc (NASDAQ:ICPT), five have handed out "strong buy" ratings, compared to two "holds" and one "strong sell." Additionally, the equity's consensus 12-month price target of $391.94 registers in annual-high territory, and more than doubles current levels. In other words, ICPT could face additional pressure should a round of downgrades and/or price-target cuts come down the pike.
 

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