Option Volume Soars on Bristol-Myers Squibb Company, Merck & Co., Inc.

Bristol-Myers Squibb Co (NYSE:BMY) and Merck & Co., Inc. (NYSE:MRK) are both making sharp moves today

Apr 28, 2015 at 11:10 AM
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Pharmaceutical bigwigs Bristol-Myers Squibb Co (NYSE:BMY) and Merck & Co., Inc. (NYSE:MRK) are headed in opposite directions today. The former is trending south, despite the company's strong turn in the earnings confessional, while the latter is rallying on an earnings beat, upwardly revised guidance, and encouraging results from its Januvia diabetes drug. Meanwhile, options traders are betting feverishly on both stocks.

As alluded to, BMY is struggling around midday -- down 1.8% to trade at $63.97. Accordingly, puts are flying off the shelves at more than double the usual intraday rate, with buy-to-open activity detected at the September 62.50 strike. By purchasing these out-of-the-money positions, speculators believe the shares will breach $62.50 by the close on Friday, Sept. 18, when the options expire.

Today's penchant for long puts represents a break from the prevailing trend. BMY's 10-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) call/put volume ratio of 5.39 ranks in the 80th percentile of its annual range. In other words, traders have bought to open calls over puts at a faster-than-usual clip in recent weeks.

Meanwhile, MRK was last seen 4.5% higher at $59.67. In options land, calls are running fast and furious, crossing at nearly four times the expected rate for this point in the day. Bullish bettors are counting on additional upside through this Friday's close, as well, buying to open the weekly 5/1 60- and 61-strike calls.

Merck & Co., Inc. (NYSE:MRK), like Bristol-Myers Squibb Co (NYSE:BMY), has seen calls grow popular in recent weeks. Specifically, MRK's 10-day ISE/CBOE/PHLX call/put volume ratio of 6.02 sits just 10 percentage points from a 12-month high.
 

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