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New Dollar Menu Lifts McDonald's Stock to Record High

MCD shareholders are likely using put options to hedge, given the stock's technical success

Dec 5, 2017 at 10:14 AM
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McDonald's Corporation (NYSE:MCD) is the top Dow gainer this morning, with the stock tapping a record high of $174, after the company announced it's again revamping its menu by introducing a list of items costing $1, $2, or $3. The new Dollar Menu will debut nationwide in January. Jefferies responded by upgrading the stock to "buy" from "hold" and boosting its price target to $200 from $150. Up 42.6% year-to-date, including 1.5% today, 20 of 27 covering analysts already recommend buying MCD stock.

Interestingly, McDonald's has a Schaeffer's put/call open interest ratio (SOIR) of 2.84, showing put open interest among options expiring within three months nearly triples call open interest. This also marks a 52-week high for the indicator, so such a heavy put-skew hasn't been seen in the past year.

There's already heavy put action early today, with more than 3,000 of the contracts crossing so far. Data gives the impression of buy-to-open activity at the weekly 12/8 172.50-strike puts, as some speculate the stock will fall back below the strike by Friday's close, when the contracts expire.

While surely some options traders are betting on a pullback, longer-term put players are probably using options to hedge their long positions in McDonald's stock. For example, the out-of-the-money January 2018 110-strike put is home to peak open interest for the security, with more than 19,000 contracts here.

Signs suggest it's become more expensive to bet on the shares' short-term moves, too. Specifically, MCD's Schaeffer's Volatility Index (SVI) of 17% ranks in the high 71st annual percentile, hinting at unusually high volatility expectations at the moment.
 

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