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Options Traders Blitz Francesca's Holdings Corp (FRAN) as CEO Splits

Francesca's Holdings Corp (NASDAQ:FRAN) is plunging after the company issued a profit warning and announced the resignation of its CEO

May 17, 2016 at 10:36 AM
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It's been a tough month for retail stocks, and today's action is no exception. Francesca's Holdings Corp (NASDAQ:FRAN), for instance, has plunged 30% at $10.42, after the boutique chain warned its first-quarter earnings will arrive below estimates and said its CEO Michael Barnes has resigned for personal reasons. Additionally, the retail stock was downgraded to the equivalent of a "hold" at William Blair, Jefferies, and Cowen and Company, with the latter two also slashing their price targets to $11 and $12, respectively. Against this backdrop, FRAN has been placed on the short-sale restricted (SSR) list, while both stock and options volume are soaring.

By the numbers, nearly 7.2 million FRAN shares have traded thus far, an annual peak. Meanwhile, both call and put volume have jumped to roughly 10 times what is typically seen in FRAN's otherwise lightly traded options pits. Most active is the equity's May 10 put, where it looks like new positions are being purchased as speculators gamble on a move to single-digits -- and record lows -- by front-month options expiration at this Friday's close.

More broadly speaking, FRAN options traders have shown a distinct preference for near-the-money puts over calls within the standard May series. In fact, the equity's front-month gamma-weighted Schaeffer's put/call open interest ratio (SOIR) arrives at a top-heavy 2.07.

Outside of the options pits, skepticism has been mounting. Specifically, short interest surged 25.6% in the two most recent reporting periods, and now accounts for a lofty 11.3% of FRAN's available float. The stock could encounter a fresh wave of headwinds, should short sellers continue to climb on once the SSR is lifted.

Technically, the stock had already been trending lower ahead of today's bear gap. Since topping out at a two-year high of $19.90 in early April, shares of Francesca's Holdings Corp (NASDAQ:FRAN) have surrendered roughly half their value. What's more, the retail stock is on pace to close at its lowest level since last August.

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