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Most Active Options Update: Cree, Inc. and J C Penney Company Inc

Two mid-cap stocks attracting attention lately are Cree, Inc. (CREE) and J C Penney Company Inc (JCP)

Jul 10, 2015 at 10:18 AM
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The 20 stocks listed in the table below are the S&P 400 MidCap Index (MID) components that have attracted the highest total options volume during the past 10 trading days. Names highlighted are new to the list since the last time the study was run, and data is courtesy of Schaeffer's Senior Quantitative Analyst Rocky White. Two names of notable interest lately are Cree, Inc. (NASDAQ:CREE) and J C Penney Company Inc (NYSE:JCP).

 

150709MAOMID

CREE has been a disaster on the charts. Despite being up 1.6% this morning at $25.20, the shares have lost nearly half their value year-over-year. The round-number quarter-century mark is historically significant, however, as it marked a bottom in mid-2012.

Amid this downtrend, skeptics have been piling on. Twelve of 14 analysts consider CREE a "hold" or worse, while 17% of its float is sold short -- representing nearly three weeks of trading activity, at the equity's average daily volume.

Conversely, over the last 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 4.60 calls for every put -- a ratio that ranks in the bullishly skewed 89th annual percentile. In other words, Cree, Inc. option players may be banking on a short-term bounce -- alternatively, they may be short sellers hedging against one.

Moving along, JCP is sustaining its upward momentum this morning -- tacking on 0.7% to flirt with $8.93, for a year-to-date gain of nearly 38%. What's more, the stock has outperformed the broader S&P 500 Index (SPX) by 9.1 percentage points over the last month.

However, skepticism runs high on JCP. The security's 10-day ISE/CBOE/PHLX put/call volume ratio of 0.95 outstrips four-fifths of comparable readings taken in the last year. Additionally, 88% of analysts have rated the equity a "hold" or worse, and roughly one-third of its float is sold short -- representing almost two weeks of pent-up buying power, at typical volumes. If J C Penney Company Inc continues to outperform, a mass exodus of bears could add fuel to the stock's fire.
 

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