Hertz Puts the Hurt on Avis Budget Group, Penske Automotive, Ryder System

Car rental stocks are reeling amid Hertz Global Holdings, Inc.'s (HTZ) earnings-induced plunge

Nov 8, 2016 at 10:50 AM
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Car rental stocks are crashing today, following Hertz Global Holdings, Inc.'s (NYSE:HTZ) post-earnings collapse. Three auto stocks struggling, in particular, are Avis Budget Group Inc. (NASDAQ:CAR), Penske Automotive Group, Inc. (NYSE:PAG), and Ryder System, Inc. (NYSE:R). Below, we'll take a closer look at the damage HTZ has done to the stocks -- and also why their losses could be a boon to bearish options traders.

Shares of Hertz's chief rival, CAR, are down 12.6% at $34.07 and on the short-sale restricted list. A closer look at the charts reveals that today's sharp decline has nearly wiped out the past three sessions' worth of earnings-induced gains, as well. Year-to-date, CAR stock has given back more than 6%.

However, as alluded to, options traders may not be all that upset at the technical troubles. During the past 10 weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculators have bought to open 0.90 CAR puts for every call. More significantly, this ratio ranks just 5 percentage points from an annual peak, hinting at unusually bearish expectations for the shares.

Underscoring the prevailing pessimism toward Avis Budget Group Inc. are its high levels of short interest. During the most recent reporting period, these bearish bets jumped 11.5%, and now account for nearly 25% of the stock's float. At CAR's average daily volume, it would take over two weeks to cover these positions.

Avis isn't the only auto stock taking it on the chin, either. While not hit nearly as hard, PAG has sunk 2.2% at $42.75. In fact, since touching an annual high of $50.35 about a month ago, the shares have pulled back 15%.

Perhaps this explains why short-term options traders have been so put-focused on Penske Automotive Group, Inc. The stock's Schaeffer's put/call open interest ratio (SOIR) is 0.99, which rests just 8 percentage points from a 12-month high. In other words, open interest on options expiring within three months has rarely been so put-skewed in the past year.

Lastly, there's R, down a comparatively modest 0.1% at $71.34. Longer term, though, the stock's been an absolute beast. Relative to its late-January low of $45.12, the shares have surged 58%, and remain a stone's throw from their annual high of $71.94, touched one year ago.

As with the stocks mentioned above, though, options traders have streamed toward Ryder puts. The stock's SOIR is a top-heavy 2.52, registering only 3 percentage points from a 52-week peak. Outside of the options arena, short sellers have been piling on lately, too. By the numbers, short interest popped 46.8% over the last two reporting periods, and it would take over a week for shorts to cover all of their positions, at Ryder System, Inc.'s typical trading rate.

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