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M&A Buzz Boosts Bullish Betting on United Technologies Corporation (UTX)

United Technologies Corporation (NYSE:UTX) has rallied this week on rumors of a proposed merger with Honeywell International Inc. (NYSE:HON)

Feb 25, 2016 at 2:57 PM
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There've been plenty of M&A headlines circling the Street this week -- including increased speculation over a proposed merger between aerospace firms United Technologies Corporation (NYSE:UTX) and Honeywell International Inc. (NYSE:HON). While UTX CEO Gregory Hayes said the deal "ain't gonna happen," the stock has been rallying on the rumors. Week-to-date, in fact, UTX is up 11.1% at $98.05, and some option traders are calling for even more upside.

Today, for instance, calls are trading at six times what's typically seen at this point in the day -- and outpacing puts by a more than 2-to-1 margin. One of the more active strikes is the April 100 call, where it appears new positions are being purchased. If this is the case, speculators expect UTX to topple the century mark by the close on Friday, April 15 -- when the options expire.

Widening the scope reveals options traders have grown increasingly bullish of late. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), UTX's 10-day call/put volume ratio has soared to 8.08 from 0.36 in the past two weeks. What's more, the current ratio ranks in the 94th annual percentile, meaning calls have been bought to open over puts at a near-annual-high clip.

In the front-month series, in particular, speculative players have been extremely call-skewed. In fact, UTX's front-month gamma-weighted Schaeffer's put/call open interest ratio (SOIR) sits at 0.23. This suggests that near-the-money call open interest more than quadruples put open interest among March options, which expire at the close on Friday, March. 18.

Heading into this week, United Technologies Corporation (NYSE:UTX) had been struggling, and was staring at a nearly 29% year-over-year deficit. Thanks to the M&A-related boost, though, the blue chip is now on pace to notch its first weekly close north of its 30-week moving average since mid-June.

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