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Option Traders Pay to Play Chipotle Mexican Grill, Inc. (CMG)

CMG slips to another low on news of a criminal investigation and ugly December sales

Jan 6, 2016 at 10:49 AM
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Chipotle Mexican Grill, Inc. (NYSE:CMG) is trading 1.2% lower at $443.86, and fresh off a new two-year low of $435.72, as the company revealed it has received a federal subpoena as part of a criminal investigation into an August norovirus outbreak linked to one of its California locations. CMG also approved an additional $300 million in stock buybacks, said comparable-store sales plunged 30% in December, and warned that the more recent norovirus incident in Boston -- on top of lingering E. coli woes -- will impact fourth-quarter same-store sales. The company will report quarterly financials on Feb. 2.

On top of this bad news, CMG is also dealing with more negative analyst attention. Stephens initiated coverage on the stock with an "underweight" rating and $425 price target on Tuesday, while UBS this morning slashed its price target on the security to $460 from $540. Out of 25 brokerages following CMG, nine maintain "buy" opinions, and the average 12-month price target is $561.32 -- a premium of 26% to CMG's current price. More downgrades and/or price-target cuts could exacerbate selling pressure on the beleaguered stock.

Short sellers have lately been flocking to the equity, which has lost more than 40% since mid-October, before the E. coli madness began. In fact, short interest ramped up by 77% during the last two reporting periods alone, and now accounts for more than 7% of the stock's total available float.

In the option pits, however, traders have been favoring long calls more than usual. CMG has a 10-day call/put volume ratio of 0.99 -- higher than 74% of all readings in the last 12 months. However, some of this activity -- particularly at out-of-the-money strikes -- could be attributable to shorts seeking some options insurance, in case of a breakout to the upside.

Whatever the motive, near-term traders are paying a relatively hefty price for these contracts. CMG's Schaeffer's Volatility Index (SVI) of 47% is in the 94th percentile of its annual range. In addition, the stock's 30-day at-the-money implied volatility is at an annual high of 54%, compared to its 30-day historical volatility of 39.4%.

Today, Chipotle Mexican Grill, Inc (NYSE:CMG) options volume is running at about 1.5 times the average intraday pace. It looks like eleventh-hour bears are buying to open the weekly 1/8 420-strike put, which will move into the money if CMG breaches $420 by Friday's close, when the options expire.

 

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