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Vitamin Shoppe, Inc. (VSI) Traders Count On a Comeback

Vitamin Shoppe Inc (VSI is on the short-sale restricted list, after the company cut its forward guidance

May 6, 2015 at 1:26 PM
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Vitamin Shoppe Inc (NYSE:VSI) is smarting on an earnings miss and downwardly revised guidance (subscription required), with the pill peddler citing "external headwinds and margin pressure" as the source of its problems. A price-target cut to $39 from $46 from Sterne Agee is only exacerbating the risk-off backdrop. Options traders, however, are keeping the faith. Calls are flying off the shelves at 17 times the usual intraday levels, and nearly 12 times the rate of puts.

Looking more closely, VSI's November 45 and 50 calls are seeing what looks to be buy-to-open activity. By purchasing these out-of-the-money positions, speculators anticipate the stock will bounce back to topple the respective strikes by the close on Friday, Nov. 20, when the options expire. Of note, the equity hasn't traded north of $50 since January 2014.

This call buying represents more of the same for VSI. During the past 50 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has accumulated a call/put volume ratio of 2.57 -- just 22 percentage points from an annual peak.

Of course, some of those bullish bets may have been at the hands of short sellers seeking an upside hedge. Over 12% of VSI's float is sold short, which would take almost 17 sessions to repurchase, at average trading volumes.

Those shorts are likely dancing in the street this afternoon. Vitamin Shoppe Inc (NYSE:VSI) has dropped 7% to trade at $39.34, bringing its year-to-date deficit close to 19%. As such, the stock earlier found a home on the short-sale restricted list.
 

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