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UnitedHealth Group Inc (UNH) Options Traders Aim For Higher Highs

A boost to the stock's dividend helped UnitedHealth Group Inc (UNH) hit a record high earlier

Jun 8, 2016 at 3:04 PM
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UnitedHealth Group Inc (NYSE:UNH) is leading the Dow higher today, up 2.6% at $140.50. In fact, the stock earlier hit a record high of $140.89, after the insurer's board of directors approved a 25% increase to its quarterly dividend. As the shares shoot up the charts, call options are in high demand.

By the numbers, 13,000 call options have been exchanged -- quintupling the intraday norm. In the lead is the now in-the-money June 136 strike, with International Securities Exchange (ISE) data confirming some sell-to-close activity, suggesting traders are locking in paper profits ahead of next Friday night's front-month expiration. At the same time, options players may be buying to open contracts at the June 140 and December 150 calls, counting on higher highs for UNH.

Now looks like an opportune time to buy premium on short-term UNH options, too. For instance, the stock's 30-day at-the-money implied volatility of 15.7% rests below 99% of all comparable readings from the past year -- and earlier hit a 52-week low. On top of that, UNH's Schaeffer's Volatility Index (SVI) of 16% ranks in the low 3rd percentile of its annual range.

Taking a step back, sentiment has been extremely bullish in recent weeks in the options pits and beyond -- marking quite a change from where things stood a month ago. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 1.05 calls for every put over the last 10 sessions -- a ratio that sits near the top quartile of its 12-month range.

At the same time, short interest dropped almost 20% during the previous two reporting periods, and now accounts for a slim 1% of the stock's float. Also, 17 of 19 analysts rate UnitedHealth Group Inc (NYSE:UNH) a "buy" or better. Today, in fact, the shares received price-target hikes from Susquehanna and Credit Suisse to $157 and $148, respectively.

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