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American Airlines: Oil, Earnings Fuel Option Bonanza

American Airlines Group Inc (AAL) is sinking and option traders are champing at the bit

Apr 29, 2015 at 2:19 PM
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American Airlines Group Inc (NASDAQ:AAL) has dropped 5.4% to $48.45 this afternoon, due to soaring crude oil prices, lackluster earnings in the airline sector, and backlash from dozens of grounded flights stemming from software application problems with Apple Inc. (NASDAQ:AAPL) iPads. Against this backdrop, the security's 30-day at-the-money implied volatility has popped 13.3% to 42.2%, and AAL options are flying off the shelves at three times the average intraday pace.

Despite the stock's drop, calls have outpaced puts by a margin of nearly 2-to-1. One common denominator, though, appears to be the May 50 strike, which has seen apparent buy-to-open activity on both sides. The call buyers are expecting AAL to climb back atop the $50 level by the close on Friday, May 15, when front-month options expire. The put buyers, meanwhile, are banking on AAL to extend its journey south of the strike within the same time frame.

On the charts, American Airlines Group Inc (NASDAQ:AAL) is now testing a foothold atop the $48 region; the equity has spent most of 2015 dawdling between this level and resistance in the $56 area. Should the stock break south, a round of downbeat analyst attention could exacerbate selling pressure on AAL, which has already shed roughly 9% year-to-date. Currently, 10 out of 13 analysts offer up "buy" or better ratings, with not a "sell" in sight.

 
 

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