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Inside the $25K Options Bet on J C Penney Company Inc (JCP)

One options trader foresees J C Penney Company Inc (JCP) rallying above $8.50 by week's end

Jun 15, 2016 at 10:36 AM
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J C Penney Company Inc (NYSE:JCP) is 3.1% higher at $8.43, amid a broad rally in retail stocks. This comes amid comments from PVH Corp (NYSE:PVH) CEO Manny Chirico, who said the department store business is getting "slightly better." Today's positive price action may be what prompted a large, bullish options trade on JCP earlier. According to Trade-Alert, a sweep of 4,981 June 8.50 calls was bought to open out of the gate, suggesting the speculator foresees the retail stock taking out $8.50 by week's end, when the front-month options expire.

Digging deeper, the call buyer shelled out nearly $25,000 for his bullish bet on JCP ($0.05 premium paid * number of contracts * 100 shares per contract). While not an insignificant sum, this amount represents the most the trader could lose, should the options expire out of the money.

Call buyers have been flocking to JCP in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has amassed a 20-day call/put volume ratio of 2.43 -- with long calls more than doubling puts. On top of that, JCP's Schaeffer's put/call open interest ratio (SOIR) of 0.92 registers in the bottom quartile of its annual range, suggesting short-term open interest levels are unusually call-skewed.

That said, short interest has been on the rise, and 31% of JCP's float is now sold short. At the retail stock's typical trading levels, it would take more than a week for short sellers to cover these positions. Based on these considerations, it's possible some of the recent call buying has come at the hands of short sellers seeking upside protection.

Reinforcing this theory is J C Penney Company Inc's (NYSE:JCP) technical performance. As recently as early March, the shares were exploring two-year highs near $12. However, the stock has fallen off sharply since then -- due in part to a rough earnings report and subsequent negative analyst attention. Also, relevant to the aforementioned call buyer, JCP hasn't ended a week north of $8.50 since late April.

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