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Sturm, Ruger & Company (RGR) Options Volume Picks Up Amid Sell-Off

Sturm, Ruger & Company (NYSE:RGR) is selling off, after analysts called out an industry slowdown

Jun 6, 2016 at 12:55 PM
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Gun stock Sturm, Ruger & Company (NYSE:RGR) is trading lower today, dropping 6.4% at $60.14 amid heavy volume, after BB&T downgraded the stock to "hold," citing a slowdown in the gun industry. This sell-off breaks RGR's recent consolidation in the $63-$68 range, though the stock is seeing support at the $59-$60 area, home to its year-to-date breakeven level and its rising 320-day moving average. Elsewhere, RGR options are trading well above their typical intraday volume. 

More specifically, RGR puts are crossing at nine times the average pace for this point in the day -- though volume remains light on an absolute basis. Traders may be buying to open the June 60 and July 62.50 puts, expecting RGR to fall below the strikes by the options' respective expiration dates of Friday, June 17, and Friday, July 15. 

Looking back, RGR options traders have tended to prefer long calls over puts. In fact, the gun stock's 50-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) comes in at 1.84, outranking 82% of the past year's readings. 

Similarly, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.63 ranks in the 26th annual percentile. This means that traders targeting RGR options expiring within three months are more call-skewed than normal. 

This call-bias may be explained by Sturm, Ruger & Company's (NYSE:RGR) elevated levels of short interest, though. The stock's short-interest ratio of 6.10 shows that it would take short sellers more than six days to cover their positions, given the stock's average trading pace. As such, some of these bears may have used call options to hedge against an upside move in RGR stock. 

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