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Why Bears Keep Barraging J C Penney Company Inc (JCP)

J C Penney Company Inc (JCP) is no stranger to bearish option traders

Dec 17, 2015 at 2:47 PM
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J C Penney Company Inc (NYSE:JCP) is crashing and burning today, off 4.4% at $6.70. Bearish option traders appear to be rolling the dice on downside, too, with intraday put volume running at 21 times the typical afternoon level.

Digging deeper, Trade-Alert shows a lot of activity at a number of January 2016 puts. In fact, it appears that traders have bought to open blocks at the 5-, 6-, and 7-strike puts, suggesting they see more tough sledding for JCP in the month ahead.

Bearish betting isn't anything new for the retail stock. During the past two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), JCP has amassed a put/call volume ratio of 0.68 -- in the 69th percentile of its annual range.

Further echoing this put bias is the stock's Schaeffer's put/call open interest ratio (SOIR) of 1.81. Not only does this ratio indicate short-term puts outnumber calls, it also ranks just 14 percentage points from a 12-month peak.

Outside of JCP's options pits, there are plenty of doubters, too. Over one-third of the stock's float is sold short, and it would take 7.5 days to buy back these bearish bets, at average volumes. In addition, nearly two-thirds of analysts consider the shares a "hold" or worse.

J C Penney Company Inc (NYSE:JCP) has certainly merited the skepticism. In December alone, the shares have plummeted over 16%, hurt badly by a recent deceptive advertising scandal.

 

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