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Puts Hot as Chesapeake Energy Corporation (CHK) Pans New Lows

Chesapeake Energy Corporation (NYSE:CHK) is the latest oil-and-gas stock to suffer from a post-earnings swoon

Aug 5, 2015 at 3:14 PM
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Similar to sector peers Chevron Corporation (NYSE:CVX) and Exxon Mobil Corporation (NYSE:XOM), Chesapeake Energy Corporation (NYSE:CHK) is spiraling in the wake of its quarterly earnings report. At last check, the shares are down 11.5% at $7.08, and fresh off a 12-year low of $6.98.

Against this backdrop, the shares have earned themselves a place on the short-sale restricted list -- sending put volume soaring to two times the average intraday pace. The majority of the day's action has centered at the October 5 and 7 puts, where Trade-Alert suggests a put ratio spread was initiated to bet on a move down to $5 by October options expiration. CHK hasn't seen the south side of $5 since August 2002.

Widening the scope reveals today's accelerated put activity is just more of the same. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), CHK's 10-day put/call volume ratio of 1.62 ranks in the 83rd annual percentile. Simply stated, puts have been bought to open over calls at a faster-than-usual clip in recent weeks.

Even more telling is CHK's Schaeffer's put/call open interest ratio (SOIR) of 2.21, which sits just 4 percentage points from a 52-week peak. In other words, short-term speculators have rarely been as put-skewed toward the security as they are now.

This skepticism is witnessed outside of the options arena, as well. For starters, short interest jumped 19.8% in the latest reporting period and now accounts for 194.2 million shares -- or 29.7% of CHK's available float -- the loftiest amount since at least mid-January 2012.

Additionally, analysts have taken the bearish route, and of the 20 covering the shares, 16 maintain a "hold" or worse recommendation. Plus, the average 12-month price target of $12.57 stands at an 80.1% premium to Chesapeake Energy Corporation's (NYSE:CHK) current price.
 

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