Schaeffer's Top Stock Picks for '25

Most Active Options Update: J C Penney Company Inc and Dick's Sporting Goods Inc

Skepticism is mounting on J C Penney Company Inc (JCP) and Dick's Sporting Goods Inc (DKS)

Nov 30, 2015 at 2:46 PM
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The 20 stocks listed in the table below have attracted the highest total options volume among mid-cap names 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 are retailers J C Penney Company Inc (NYSE:JCP) and Dick's Sporting Goods Inc (NYSE:DKS).


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It's been a rocky day for retail stocks, amid news that Thanksgiving Day and Black Friday sales at physical stores slipped year-over-year. And while online sales rose by double-digits, a major Cyber Monday snafu by one big-box behemoth is weighing on sentiment. Caught up in the negativity is JCP, last seen 3.1% lower at $7.96.

Traders have kept away from the stock's options pits, as volume is much lighter than usual -- though it looks like one group may be buying to open the January 2016 9-strike call in hopes of a short-term bounce. Generally speaking, though, speculators eyeing JCP contracts set to expire in the next three months are far more put-focused than usual. Specifically, the equity's Schaeffer's put/call open interest ratio (SOIR) of 1.86 registers 9 percentage points from a 12-month peak.

Short sellers and analysts are similarly skeptical. An astonishing 31.4% of J C Penney Company Inc's float is sold short, while nearly two-thirds of covering brokerages have handed out "hold" or worse recommendations. Likely contributing to this bearish bias is the stock's 13% month-to-date loss.

DKS, meanwhile, is down 1.6% at $38.91 (while reports of building apparel stockpiles are weighing on one key supplier). This is more of the same for a stock that's surrendered over one-fifth of its value in the current quarter -- thanks, in part, to a dreary full-year forecast -- and is fighting to keep a foothold at its declining 10-day moving average.

Amid the heavy losses, DKS has been met with bearish betting across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, the security's 50-day put/call volume ratio of 1.15 ranks in the 93rd percentile of its annual range. Echoing this, the stock's SOIR of 1.35 sits above 85% of comparable readings from the past year.

Turning our attention elsewhere, short interest nearly doubled during the past two reporting periods. At present, almost one-tenth of Dick's Sporting Goods Inc's float is dedicated to short interest, and would take four sessions to cover, at typical trading levels.
 
 

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