Whole Foods Market, Inc. (WFM) Bulls Hungry For More Upside

Whole Foods Market, Inc. (WFM) calls are popular today, as the grocery stock soars

Mar 7, 2016 at 1:43 PM
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Whole Foods Market, Inc. (NASDAQ:WFM) is trading sharply higher ahead of the organic grocer's annual shareholders meeting on Wednesday morning. At last check, the stock is up nearly 5.2% at $34.19, building on its momentum since hitting a four-year low of $28.07 in early February. Amid this uptrend, bullish option traders are flocking to WFM, with calls changing hands at triple the expected intraday rate.

By the numbers, over 18,000 calls are on the tape, compared to roughly 7,100 puts. The most active WFM option is the April 36 call, which is seeing buy-to-open activity. By purchasing these contracts, traders are expressing confidence the shares will rally beyond $36 by April expiration, and into territory not explored since late July.

Taking a step back, option players have been initiating long calls over puts at a faster-than-usual rate in recent weeks. Specifically, WFM's 10-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) call/put volume ratio of 2.54 sits in the top quartile of its annual range.

From the looks of it, now is a good time to buy short-term WFM options. The stock's Schaeffer's Volatility Scorecard (SVS) checks in at 94, suggesting it has tended to make outsized moves in the past year, relative to what the options market has priced in.

Analysts aren't nearly as confident as the options crowd. Nineteen of the 22 brokerages with coverage on Whole Foods Market, Inc. (NASDAQ:WFM) consider it a "hold" or worse, and its consensus 12-month price target of $29.58 represents a discount to current levels. If the stock continues to charge higher, a round of upgrades and/or price-target hikes could ensue.

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