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Options Volume Takes Off As Tobacco Stocks Burn Higher

Tobacco stocks like Altria Group Inc (NYSE:MO) and Reynolds American, Inc. (NYSE:RAI) are being looked at as "safe haven" plays

Jun 24, 2016 at 2:00 PM
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Altria Group Inc (NYSE:MO) and Reynolds American, Inc. (NYSE:RAI) are both higher this afternoon -- bucking the broader "Brexit" headwinds, and attracting a rush of options activity in the process. Apparently, traders are looking at cigarette stocks in much the same way as gold, according to Cowen. Specifically, the brokerage firm said it expects that "investors will view global tobacco as a relatively safe haven in a risk-off environment."

Starting with MO, the tobacco stock is 2.4% higher at $67.93, and earlier touched a record high of $67.98. As such, the cigarette maker's call options are trading at double the expected intraday rate, with possible buy-to-open activity detected at the January 2017 67.50 strike. In other words, these long-term options players foresee MO shares extending their rally through next January.

This represents quite a departure from the norm. Over the past 10 trading days, speculators have bought to open 1.81 MO puts for each call at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). This ratio ranks just 5 percentage points from an annual peak.

Of course, a portion of these puts may have been purchased by Altria Group Inc shareholders seeking insurance. Nonetheless, an unwinding of true bearish positions could spark further gains -- and higher highs -- for the cigarette stock.

The same is true for RAI, where put buying has been happening at a breakneck speed in recent weeks. Specifically, the stock's 10-day ISE/CBOE/PHLX put/call volume ratio of 7.44 outstrips 99% of all readings from the prior year. "Vanilla" bears may be disturbed to see that the shares are up 2% this afternoon at $51.87, and just a chip-shot from their all-time peak of $52.54, touched in early March. Should these skeptics hit the exits, RAI could get a boost.

In today's options arena, puts are crossing at quadruple the usual intraday clip. In the lead is Reynolds American, Inc.'s January 2017 48.75 strike, where fresh positions are being opened -- though it's unclear whether they're being purchased or sold.

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