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Yahoo, Verizon Shares Pop on Reduced Buyout Price

Internet interest Yahoo! Inc. (YHOO) and Dow component Verizon Communications Inc. (VZ) are higher on updated M&A news

Feb 21, 2017 at 10:40 AM
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Following two major data hack reveals, tech firm Yahoo! Inc. (NASDAQ:YHOO) has agreed to a $350 million price reduction for its core internet business, being bought by Verizon Communications Inc. (NYSE:VZ). The new $4.48 billion price tag seems to be satisfying shareholders of both stocks, as shares of each were last seen higher. The gains have YHOO adding to its healthy 2017 lead, while VZ is paring its year-to-date losses.

Yahoo Treads Near Multi-Year High

So far today, YHOO has tacked on 0.7% to trade at $45.41, not far off last week's two-year high. The shares have been on the rise since New Year's, adding 17.4% in 2017, with the 10- and 20-day moving average providing support. That hasn't been enough to impress the brokerage bunch, though. Out of the 24 firms following the stock, 14 call it just a "hold."

Conversely, options traders have taken an optimistic approach toward the buyout target, purchasing nearly 12 calls for each put over the past two weeks on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). The resultant call/put volume ratio of 11.66 represents an annual high. Currently, short-term options traders may be taking advantage of low volatility expectations, as Yahoo! Inc.'s (NASDAQ:YHOO) Schaeffer's Volatility Index (SVI) of 19% is seated in the low 7th percentile of its annual range.

Short Interest Plummets on Verizon

Meanwhile, VZ was last seen up 0.7% at $49.51, reducing its year-to-date deficit to 7.2%. The Dow stock has been a roller coaster on the charts over the past year, and could run into trouble at the round $50 level, just overhead. In fact, this level is home to peak call open interest in the front-month series, which could reinforce resistance in the weeks to come. That seems to be what analysts expect, at least. At the moment, roughly 77% of the brokerages tracking VZ rate it a "hold" or "strong sell."

But traders don't appear to agree. Short interest on the blue-chip stock has been falling for months, including a decline of nearly 19% during the two most recent reporting periods. The 28.4 million shares currently shorted represent just 0.7% of the equity's total float, and the lowest level of short interest seen since late 2008.

Options traders have been busy scooping up Verizon Communications Inc. (NYSE:VZ) calls, too. At the ISE, CBOE, and PHLX, the stock's 10-day call/put volume ratio of 3.14 ranks higher than 85% of the past year's readings. And like YHOO, Verizon is offering a bargain on near-term bets at the moment, with an SVI of 13% -- in the 12th percentile of its annual range. What's more, the stock's Schaeffer's Volatility Scorecard (SVS) is docked at 100, indicating the options market has underpriced VZ's ability to make outsized moves over the last year.

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