FDA Warning Sends Option Bears to Whole Foods Market, Inc. (WFM)

The FDA flagged a Whole Foods Market, Inc. (NASDAQ:WFM) plant for sanitary concerns

Jun 14, 2016 at 2:23 PM
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Organic grocer Whole Foods Market, Inc. (NASDAQ:WFM) is taking it on the chin today, along with the broader stock market. The shares are down 2.6% at $32.61, after the company received a letter from the Food and Drug Administration (FDA) about unsanitary conditions in one of its plants. More specifically, the FDA found listeria and other serious violations at a Massachusetts plant, and gave the company 15 business days to develop a plan to address the issues. In the meantime, WFM options volume is picking up. 

At last check, WFM put options were trading at twice the intraday norm, outpacing call volume in the process. The June 32.50 put is the most popular so far, and it appears some traders may be opening long positions, betting on WFM falling below $32.50 before front-month options expire this Friday night. 

On the other side of the aisle, it looks like one trader initiated a bullish spread strategy. Specifically, the speculator may have bought to open 1,460 January 2017 36-strike calls, while selling to open a matching block of January 2017 30-strike puts to help offset the cost. The goal is for WFM to rally above $36 by January 2017 options expiration. 

Call buying had been popular in WFM's options pits coming into today, with the stock's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) of 3.42 ranking in the 90th annual percentile. However, some of this could be from short sellers buying options insurance, since 12.8% of the stock's float is sold short -- or nine times its normal daily volume. 

Analysts, meanwhile, have shown healthy skepticism toward the stock, dishing out 16 "hold" or "strong sell" ratings, versus just two "strong buy" endorsements. More recently, however, this crowd has shown some bullish tendencies

On the charts, Whole Foods Market, Inc. (NASDAQ:WFM) has been moving lower in recent sessions, unable to break north of the $34-$35 range -- an area that's given it trouble since last October. More generally, the stock sits more than 19% below breakeven on a year-over-year basis. 

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