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United Airlines Stock Plummets Following Disastrous Q4 Report

The equity sports attractively priced premiums at the moment

Deputy Editor
Jan 21, 2021 at 10:58 AM
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The shares of United Airlines Holdings Inc (NASDAQ:UAL) are down 2.3% at $42.64 at last check, after the company reported fourth-quarter losses and revenue that came in well below analysts' forecasts. Almost a year later, the Covid-19 pandemic is continuing to take a major toll on the travel sector, and United Airlines is no exception. The company also posted an alarming rise in cash burn, but said it would attempt to cut about $2 billion in costs through 2023 in an attempt to recover. 

In early December, United Airlines stock looked poised to rally back toward its pre-pandemic levels, after it traded as high as $51.31 on Dec. 4. However, the equity has pulled back significantly since then, and is once again facing pressure from the 20-day moving average after five sessions above the trendline. Longer term, UAL has shed 48% year-over-year. 

The options pits are relatively optimistic, however, with calls outpacing puts at a considerable rate. This is per the stock's 50-day call/put volume ratio of 2.38 at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which sits higher than 71% of readings from the past year. In simpler terms, calls are being picked up at a quicker-than-usual pace in the past 10 weeks. 

Today's option activity leans bearish, however, with over 43,000 calls and 44,000 puts exchanged so far -- four times what's normally seen at this point. Most popular are the weekly 2/5 41-strike put, followed by the 1/22 43-strike call with positions being opened at both. 

Now looks like a good time to weigh in on United Airlines stock with options. The equity's Schaeffer's Volatility Index (SVI) of 60% sits in the extremely low 12th percentile of its annual range. In other words, UAL currently sports attractively priced premiums.

Lastly, the equity's Schaeffer's Volatility Scorecard (SVS) ranks high at 85 out of 100, meaning UAL has tended to exceed traders' volatility expectations during the past year -- a good thing for option buyers.

 

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