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CEO Comments Fire Up United Rentals, Inc. (URI) Option Bears

United Rentals, Inc. (URI) is sliding on comments from CEO Michael Kneeland

May 28, 2015 at 2:20 PM
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United Rentals, Inc. (NYSE:URI) call buyers have cranked it into high gear of late. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day call/put volume ratio of 2.36 outranks 92% of comparable readings from the previous year. Echoing this, URI's Schaeffer's put/call open interest ratio (SOIR) sits at an annual low of 0.63.

Things are markedly different today, amid URI's sell-off. At last check, puts are changing hands at 13 times the typical intraday pace. Most active is the weekly 6/4 94 strike, where buy-to-open activity is transpiring, according to Trade-Alert. These speculators anticipate the stock will breach $94 by the close next Friday, June 4, when the series expires.

Historically speaking, URI hasn't traded south of $94 in more than a month. However, with the shares 9% lower at $95.13 -- making them the biggest decliner on the S&P 500 Index (SPX) -- delta on the option has moved to negative 0.39 from negative 0.038 at Wednesday's close, signaling a higher probability of an in-the-money finish for the put.

Shorts sellers would welcome additional downside. Short interest on URI jumped 18.6% during the two most recent reporting periods, and now comprises 12% of the stock's total float -- or one week's worth of trading, at average trading levels.

On the fundamental front, United Rentals, Inc. (NYSE:URI) is feeling the weight of broad-market headwinds. More than that, during an appearance at the KeyBanc Capital Markets 2015 Industrial, Automotive and Transportation Conference, CEO Michael Kneeland reportedly said May revenue has been "a little softer" than expected.
 

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