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3 Blue Chips on Call Buyers' Radars

Bulls continue to target Microsoft Corporation (NASDAQ:MSFT), Pfizer Inc. (NYSE:PFE), and DuPont (NYSE:DD)

Feb 9, 2016 at 11:56 AM
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Although the broader market has been getting hammered recently, there still seem to be pockets of optimism out there. For instance, bullish speculators have had their eyes on several large-cap stocks. Among those seeing heavy call buying lately are tech stock Microsoft Corporation (NASDAQ:MSFT), drugmaker Pfizer Inc. (NYSE:PFE), and chemical giant DuPont (NYSE:DD). Let's take a closer look at how option bulls have been approaching MSFT, PFE, and DD. 

Starting with MSFT, the shares are up 0.2% at $49.53, coming off a recent deal with another high-profile tech name. The stock has been able to edge out the broader S&P 500 Index (SPX) over the past three months, but is down 13% from its 15-year high of $56.85 in late December. Meanwhile, at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have been betting on upside. 

Across these exchanges, MSFT's 10-day call/put volume ratio comes in at 3.79, meaning almost four calls have been bought to open for each put during the past two weeks. Making this reading that much more interesting is the fact that it tops all but 5% of comparable marks from the past year. In short, call buying has been much more popular than normal recently, compared to put buying. 

Further illustrating this point is Microsoft Corporation's Schaeffer's put/call open interest ratio (SOIR). At 0.45, this reading not only shows call open interest more than doubles put open interest among options set to expire within three months, but it's also lower than 98% of all readings from the last year. This means short-term speculators are far more call-skewed than normal. If MSFT continues to pull back from its multi-year high, an unwinding of this optimism could exacerbate selling pressure.

Next up is PFE, which has edged 0.3% higher today to $28.63. However, the shares have dropped over one-fifth of their value since their late-October high of $36.07. That's no matter to option traders, though, who apparently see upside in the stock's future. 

According to data from the ISE, CBOE, and PHLX, 2.72 calls have been purchased for every put during the past two weeks. And speculators aren't alone in their optimism. Specifically, 73% of analysts call Pfizer Inc. a "strong buy," with not a single "sell" rating to be found. 

Lastly, call buying has been most extreme on DD. Across the three major exchanges, the stock boasts a 10-day call/put volume ratio of 9.25, which is just 1 percentage point shy of an annual high. Yet this situation is somewhat complicated by the fact that short interest increased by over 34% during the most recent reporting period. In other words, short sellers may be hedging their positions by buying calls

On the charts, DuPont is still far from its December highs above $75, but it's been making a comeback recently, adding 12.8% month-to-date. Today, the shares are 2.3% higher at $59.51.

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