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Option Bears Busy as Target Takes Down Wal-Mart Stores, Inc. (WMT)

Wal-Mart Stores, Inc. (WMT) is tracking fellow retailer Target Corporation (TGT) lower

May 18, 2016 at 10:30 AM
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Wal-Mart Stores, Inc. (NYSE:WMT) is following fellow retail stock Target Corporation (NYSE:TGT) sharply lower in today's trading. Specifically, WMT has shed 3.2% at $63.06, while TGT is down 9% at $66.99 -- and fresh off a new annual low -- after the latter retailer reported weaker-than-forecast revenue and same-store sales. Fortunately, options traders have been positioning themselves bearishly on Wal-Mart, ahead of tomorrow morning's earnings report.

Diving right in, traders at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) have bought to open 3.17 WMT puts for every call during the last two weeks. More significantly, this put/call volume ratio ranks at the top of its annual range, suggesting option players haven't preferred bearish bets over bullish by a greater margin at any point in the last year.

Echoing this is WMT's Schaeffer's put/call open interest ratio (SOIR) of 0.87. While slightly call-skewed from an absolute standpoint, the ratio is extremely biased toward puts, relatively speaking -- outstripping 97% of all readings taken in the prior 52 weeks.

It looks like more of the same today, with put options crossing at eight times the usual intraday pace -- with put volume in the 100th annual percentile. Buy-to-open activity is detected at WMT's May 60 and July puts. In other words, these options traders foresee the retail stock tumbling below the round $60 level by the respective expiration dates, at the close this Friday and Friday, July 15.

What's more, according to Trade-Alert, it looks like one options speculator lowered his post-earnings expectations for WMT -- perhaps given the dismal trend among retailers this earnings season. Specifically, it appears as if the trader rolled down his bearish bet from the May 64.50 put to the 63 strike, reflecting heightened negativity.
Based on the stock's recent history, skepticism make sense heading into the retailer's earnings report. After all, Wal-Mart Stores, Inc. (NYSE:WMT) has finished four of the past five post-earnings sessions lower, with an average loss of 3.5%. Plus, the last year has been pretty dismal for the shares, down 17.5%.

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