MMR

Did Mead Johnson Nutrition Co (MJN) Option Bulls Score Big on M&A Chatter?

Nutrition specialist Mead Johnson Nutrition Co (NYSE:MJN) is trading at four-month highs thanks to M&A speculation

Mar 15, 2016 at 10:19 AM
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Nutrition specialist Mead Johnson Nutrition Co (NYSE:MJN) jumped to a four-month high of $83.61 out of the gate, and was last seen sporting a 10.1% gain at $83.07, thanks to rumors that the company is working with Lazard on a potential takeover deal. On a closer look, these gains could have a recent batch of option traders cheering. 

Specifically, International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) data shows that over 1,000 April 80 calls were bought to open on Monday, as traders anticipated a move above $80 from the stock -- something that's already come to fruition. It's not uncommon to see heavy interest in MJN calls. During the past 20 days at the ISE, CBOE, and PHLX, almost 10 calls have been bought to open for every put.

This trend is continuing today, as call volume is already running at 11 times the expected intraday pace. This is due in large part to intense interest in the MJN March 85 call, which is seeing buy-to-open activity. In other words, traders are speculating on the shares topping $85 for the first time since August, before front-month options expire at Friday's close. 

Yet, MJN is a heavily shorted stock, meaning some of this recent activity may be due to short sellers using call options to hedge their positions. By the numbers, 6.1% of the stock's float is controlled by short sellers, and at average daily volumes, it'd take them almost six sessions to cover. 

Elsewhere, the analyst community is also pessimistic. Eleven brokerage firms cover MJN, and just three rate the stock anything more than a "hold." 

While today's gains are impressive and have the stock back in positive year-to-date territory, Mead Johnson Nutrition Co (NYSE:MJN) remains an underperformer on a longer-term basis. The shares hit a three-year low of $65.53 in late January, and are off almost 18% year-over-year. 

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