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Ackman Has Mondelez International Inc (MDLZ) Option Traders On Edge

Bill Ackman's Pershing Square Capital Management has reduced its stake in Mondelez International Inc (NASDAQ:MDLZ)

Mar 17, 2016 at 10:30 AM
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Valeant Pharmaceuticals Intl Inc (NYSE:VRX) dealt Bill Ackman's Pershing Square Capital Management a devastating blow this week, prompting Ackman to cut his stake in Mondelez International Inc (NASDAQ:MDLZ). As a result, the shares of MDLZ are down 1.4% this morning to $41.13 -- and option players are keeping a close eye on today's trading.

Yesterday, specifically, the stock's June 38 put was MDLZ's most active option, with 2,644 contracts traded. However, it looks like the majority of the activity was of the sell-to-open kind, as speculators bet on the $38 mark to hold as support through the close on Friday, June 17 -- when the options expire.

This penchant for short puts only echoes a withstanding trend. In fact, over the past 10 sessions, speculators at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) have sold to open 2.95 puts for each one they've purchased.

Drilling down, MDLZ's April 40 put has seen the biggest rise in open interest over this time frame, with more than 8,000 contracts added. According to the ISE, CBOE, and PHLX, the majority of the action is a result of speculators writing the puts to open, eyeing a foothold atop the round-number $40 mark through April options expiration.

Heading into today's trading, the stock had put in a stellar rebound off its Feb. 8 year-to-date low of $35.88, up 14.6%. Amid this rally, Mondelez International Inc (NASDAQ:MDLZ) climbed back above its 50-day moving average -- a trendline that appears to be containing this morning's negative price action.

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