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Buffalo Wild Wings (BWLD) Options Heat Up Amid Health Scare

Norovirus fears sink BWLD ahead of earnings

Feb 3, 2016 at 2:51 PM
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After the close, restaurant chain Buffalo Wild Wings (NASDAQ:BWLD) will report fourth-quarter earnings. In the meantime, traders are turning their attention to a report that 10 diners were struck with gastrointestinal illness after eating at one of the company's Kansas locations last week. On the heels of Chipotle Mexican Grill, Inc.'s (NYSE:CMG) E. coli and norovirus woes, BWLD is 6.2% lower at $140.69 -- and just off a fresh one-year low of $138.31 -- and traders are wasting no time heading to the options pits. 

BWLD options are changing hands at eight times their typical intraday rate, with puts handily outpacing calls. That's nothing new for BWLD, however, which has a 50-day put/call volume ratio of 1.71 on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). This ratio is in the top percentile of its annual range, pointing to a much healthier-than-usual appetite for bearish bets of late. In fact, put open interest on the equity is at a yearly high.

But near-term traders looking to buy BWLD options ahead of tonight's earnings report will have to pay some hefty premiums. The equity's 30-day at-the-money implied volatility of 67.1% and its Schaeffer's Volatility Index (SVI) of 68% are both at the top of their annual ranges.

From a broader perspective, BWLD has shed 31.6% since hitting its all-time high of $205.83 last September. Analysts have been unimpressed, with 12 out of 21 rating the equity a "hold" or worse. And short interest on the stock climbed during the most recent reporting period, now accounting for more than 16% of BWLD's total available float. At the stock's typical daily volume, it would take about six days to cover all these bearish positions.

In late October, BWLD gapped 17.3% lower after reporting earnings. Should the company once again fall short of earnings estimates -- or if Buffalo Wild Wings (NASDAQ:BWLD) follows in the footsteps of Chipotle -- it could be a long, slow road to recovery.

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