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Option Bears Welcome Tiffany & Co.'s (TIF) Latest Slide

Tiffany & Co. (TIF) is reeling on Citigroup's negative note, but option bears don't mind

Mar 15, 2016 at 11:01 AM
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A downgrade to "neutral" from "buy" at Citigroup -- which also cut its price target to $78 from $86 -- has Tiffany & Co. (NYSE:TIF) 2.8% lower at $69.84. This is more of the same for a stock that's lost 8.5% in 2016, and based on what we're seeing in the options pits and beyond, traders may not mind the retailer's retreat.

In particular, TIF's Schaeffer's put/call open interest ratio (SOIR) comes in at 2.25, with puts more than doubling calls among options with a shelf-life of three months or less. What's more, this ratio ranks in the put-skewed 94th percentile of its annual range. Digging deeper, the strike seeing the biggest increase in open interest during the past two weeks is the March 65 put -- and at least some of these positions were bought to open, according to data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX).

Short sellers have also displayed a fair amount of skepticism toward TIF. Roughly 7.4% of the stock's float is sold short, which would take 6.5 sessions to buy back, at its average daily trading levels. Taking a step back, the 9.5 million shares sold short sits just below TIF's two-year high in short interest (10.2 million shares), reached in early December.

On the other hand, the brokerage crowd remains a bastion of positivity -- today's downgrade notwithstanding. Over half of the analysts tracking TIF consider it a "strong buy," while just one recommends selling the shares. What's more, the stock's average 12-month price target of $82.17 stands at a nearly 18% premium to current trading levels. In other words, TIF remains vulnerable to additional downgrades and/or price-target cuts.

Looking ahead, Tiffany & Co. (NYSE:TIF) is scheduled to report earnings on Friday morning. Currently, the options market is pricing in a 9.1% single-day post-event swing for the stock -- more than twice the move TIF has averaged over the past eight quarters.

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