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Boeing Co (BA) Option Bear Goes Big

Boeing Co (NYSE:BA) puts are crossing at two times the expected intraday pace

Mar 30, 2016 at 1:46 PM
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Not all stocks are getting a lift from broad-market tailwinds today, with Boeing Co (NYSE:BA) leading a very short list of Dow components lower. Specifically, shares of the aerospace stock are off 1.8% at $128.28, on a negative reaction to the company's layoff news. Against this backdrop, option bears are buzzing, with put volume running at two times the average intraday rate.

Most active is BA's August 120 put, due to a block of 4,173 contracts that was seemingly bought to open for an initial cash outlay of roughly $1.6 million (number of contracts * $3.95 premium paid * 100 shares per contract). This is also the most the put buyer stands to lose, should BA settle north of the strike at August expiration. Meanwhile, profit will begin to accumulate on a move south of breakeven at $116.05 (strike less premium paid).

Today's accelerated put volume is just more of the same in BA's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio of 1.94 ranks in the 88th annual percentile.

This put-skewed backdrop is especially evident among the short-term options crowd, per BA's Schaeffer's put/call open interest ratio (SOIR) of 2.08. Not only does this show that puts more than double calls among options expiring in three months or less, but it rests just 3 percentage points from a 52-week peak.

Skepticism is growing outside of the options arena, as well. Short interest, for example, climbed 2.1% in the latest reporting period to 26.75 million shares -- a decade-plus peak. Meanwhile, more than 57% of covering analysts maintain a "hold" or "strong sell" rating on the shares.

On the charts, Boeing Co (NYSE:BA) had been rebounding strongly off its Feb. 11 two-year low of $102.10. However, a swift rejection from its 200-day moving average -- currently located at $136.26 -- on March 21 sent the shares lower. What's more, today's negative price action has BA on track to notch its lowest close in two weeks.

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