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Option Bulls Watch Anheuser Busch Inbev SA NV (ADR) (BUD) Amid Brand Sale Rumors

Brand sale chatter has Anheuser Busch Inbev SA NV (ADR) (BUD) bouncing back today, as option bulls keep a close eye on the beer stock

Nov 8, 2016 at 12:52 PM
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According to reports, there have been at least six offers made to buy a group of brands offered up by Anheuser Busch Inbev SA NV (ADR) (NYSE:BUD) as part of its merger with SABMiller plc. First-round bids for the brands, which could be worth a total of $5.5 billion, were allegedly due by Monday. As BUD stock reacts to the potential sale, option players are likely hoping for further upside.

So far today, BUD is trading 1.5% higher at $114.53 on the brand buyout chatter. However, the stock has dropped approximately 16% since notching an all-time high in late September, and after an ugly earnings report and reduced full-year forecast on Oct. 28, BUD shares broke through support in the $121-$122 level, which had contained several pullbacks since April, and is currently home to BUD's 320-day moving average. The shares may now be looking for a foothold at the $111-$112 mark, which contained a pullback in late February.

BUD 161108

In the option pits, BUD bulls have ruled in recent weeks. BUD's 50-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows nearly three calls bought to open for every put over the last 10 weeks of trading, a reading that sits higher than 70% of all others from the past 12 months. In addition,  BUD's Schaeffer's put/call open interest ratio (SOIR) of 0.25 sits in the bottom quartile of its annual range, suggesting near-term option traders are more call-skewed than usual.

Drilling down, the top front-month open interest position is the out-of-the-money November 135 call. In fact, nine of BUD's 10 top open interest positions are out-of-the-money calls. However, some of the recent call buying, particularly at out-of-the-money strikes, could be attributable to short sellers hedging, given Anheuser Busch Inbev SA NV's (ADR) (NYSE:BUD) short interest is up 40.8% over the last two reporting periods.

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