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Bankruptcy Buzz Doesn't Stop Linn Energy LLC (LINE) Traders

Linn Energy LLC (NASDAQ:LINE) said it is exploring strategic alternatives, as oil prices slump

Apr 15, 2016 at 10:54 AM
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Crude oil's epic decline is having ripple effects around Wall Street -- as evidenced by the energy-related decline in big banks' first-quarter profit. The energy sector has bore the brunt of the slide, though, and this morning, oil-and-gas firm Linn Energy LLC (NASDAQ:LINE) said it is exploring strategic alternatives, including the possibility of filing for Chapter 11 bankruptcy protection. Against this backdrop, LINE is up 13.7% to $0.41 and its options pits are bustling.

By the numbers, 2,000 put options have traded so far, compared to just under 500 call options -- 1.5 times what's typically seen in LINE's lightly traded options arena. Most active is the equity's May 0.50 put, where it looks as if new positions are being initiated. However, with such a wide bid-ask skew, it's not easy to tell at this time whether the options are being bought or sold.

More broadly speaking, call buying has been a popular strategy in LINE's options pits in recent weeks. Over the past 10 sessions, the stock has racked up a call/put volume ratio of 7.36 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) -- in the 94th percentile of its annual range.

Looking back, LINE's May 0.50 call has seen the biggest rise in open interest over this time frame, and according to the major options exchanges, some of this activity has been of the buy-to-open kind. In other words, call buyers anticipate a move above $0.50 by the close on Friday, May 20 -- when the soon-to-be front-month options expire. Regardless, the most the option buyers have risked is the initial premium paid.

As indicated, LINE's had a tough time on the charts. Year-over-year, the shares of Linn Energy LLC (NASDAQ:LINE) are off nearly 97% -- including yesterday's 16% plunge that placed the stock on the short-sale restricted list. In fact, LINE bottomed at a record low of $0.26 as recently as April 4.

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