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Put Buyers Bombard Tumbling Tiffany & Co. (TIF)

Tiffany & Co. (NYSE:TIF) has taken a dive today amid sector-related headwinds

May 11, 2016 at 2:15 PM
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It's a tough day to be a retail stock, as disappointing earnings from a number of names -- including Macy's, Inc. (NYSE:M) and Fossil Group Inc (NASDAQ:FOSL) -- spark a sector-wide sell-off. Luxury goods retailer Tiffany & Co. (NYSE:TIF), for instance, has plunged 5.5% to $66.81, and is now on pace for its lowest daily close since Feb. 29. Against this backdrop, put traders are rushing TIF's options pits, betting on additional losses over the next several weeks -- a time frame which includes Tiffany's own turn in the earnings confessional.

By the numbers, 9,943 put options have traded thus far -- six times what's typically seen at this point in the day, and more than four times the number of call options on the tape. Most active is TIF's weekly 5/27 62-strike put, with data from the International Securities Exchange (ISE) pointing to buy-to-open activity. If this is indeed the case, the expectation is for TIF to breach $62 by the close on Friday, May 27, when the weekly series expires.

This skepticism toward TIF among options players isn't anything new. At the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day put/call volume ratio of 1.58 ranks in the 70th annual percentile. Said differently, put options have been bought to open over call options at a faster-than-usual clip in recent weeks.

What's more, TIF's Schaeffer's put/call open interest ratio (SOIR) is docked at a top-heavy 2.49. Not only does this show that puts more than double calls among options slated to expire in three months or less, but it rests just 6 percentage points from a 52-week peak. In other words, short-term traders have rarely been as put-heavy toward TIF as they are now.

Elsewhere on Wall Street, brokerage firms in general have remained surprisingly upbeat toward TIF, despite the stock's 24% year-over-year loss. Specifically, eight analysts maintain a "strong buy" rating on the shares, versus six "holds" or worse. Should TIF stock maintain its current trajectory and/or Tiffany & Co. (NYSE:TIF) turn in a disappointing earnings report the morning of Wednesday, May 25, a round of downgrades could pressure the shares even lower.

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