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Call Players Keep the Faith in Struggling Office Depot Inc (ODP)

Office Depot Inc (NASDAQ:ODP) is fresh off a new three-year low, but options traders aren't worried

May 17, 2016 at 2:32 PM
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In the wake of its failed merger with Staples, Inc. (NASDAQ:SPLS), Office Depot Inc (NASDAQ:ODP) said it may put some of its European operations up for sale and that it is exploring "various capital structure and shareholder return alternatives." Plus, not only did UBS say it was best to proceed with caution toward the retail stock -- per Trade-Alert -- but Jefferies said it expects the "shares are likely to sell at low valuations," and Deutsche Bank cut its price target to $4.50 from $5.50. While ODP stock is tumbling to new lows as a result, options traders are betting on longer-term bounce.

Drilling down, call options are outpacing put options by a more than 2-to-1 ratio this afternoon. Most active by a mile is ODP's January 2017 4-strike call, where it looks like new positions are being purchased. In other words, these call buyers expect ODP to rally north of $4 by January 2017 options expiration.

Today's call-skewed session just echoes the broader trend seen in ODP's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), for instance, options traders have bought to open 102,976 calls over the past 20 sessions, compared to 14,276 puts.

What's more, ODP's Schaeffer's put/call open interest ratio (SOIR) comes in at 0.23. Not only does this show that calls more than quadruple puts among options expiring in three months or less, but it ranks lower than 81% of all comparable readings taken in the past year. Simply stated, short-term speculators have rarely been as call-heavy toward ODP as they are now. In fact, overall ODP call open interest is docked at a 52-week peak.

Outside of the options arena, skepticism has been mounting. Specifically, short interest surged 42.7% in the last two reporting periods to 16.3 million shares -- the loftiest amount of shorted ODP shares since the start of the year. As such, it's entirely possible some of the recent call buying, particularly at out-of-the-money strikes, is a result of shorts hedging their bearish bets against any upside risk.

However, these past several weeks have been especially fruitful for ODP short sellers. Since topping out at a six-month high of $7.91 in early April, the shares of Office Depot Inc (NASDAQ:ODP) have shed nearly 58%. What's more, ODP stock is down 4% today at $3.35, after earlier hitting a three-year low of $3.18.

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