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Option Bulls Blast Mondelez International Inc (MDLZ) On Takeover Chatter

Mondelez International Inc (NASDAQ:MDLZ) has reportedly put in a $23 billion takeover offer for Hershey Co (NYSE:HSY)

Jun 30, 2016 at 2:16 PM
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M&A buzz is swirling around Wall Street today, and Mondelez International Inc (NASDAQ:MDLZ) is front and center after the snack maker reportedly put in a $23 billion cash-and-stock bid for Hershey Co (NYSE:HSY). The takeover chatter has sent shares of MDLZ soaring 4.5% to $44.89 -- and could have Bill Ackman stewing -- with both stock and call volume through the roof.

By the numbers, about 20 million MDLZ shares have traded thus far, in the 99th annual percentile. Meanwhile, in the options pits, call volume is also in the 99th percentile of its 52-week range, with 31,449 contracts on the tape at last check -- versus an expected intraday amount of 5,181. As a point of comparison, 6,587 puts have changed hands.

Most active by a mile is MDLZ's August 47 call, due mostly to a block of 13,192 contracts that it seems safe to assume was bought to open for an initial cash outlay of about $1.1 million (number of contracts * $0.82 premium paid * 100 shares per contract). This is the most the call buyer stands to lose, should the stock settle south of $47 at the close on Friday, Aug. 19 -- when the back-month options expire. Profit, meanwhile, will begin to accumulate on a move north of breakeven at $47.82 (strike plus premium paid).

Today's bullish bias is just more of the same in MDLZ's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculative players have bought to open 35,738 MDLZ call options in the past two weeks, compared to 1,732 put options. What's more, the resultant call/put volume ratio of 20.63 ranks in the 96th annual percentile.

Echoing this is the security's Schaeffer's put/call open interest ratio (SOIR) of 0.79. Not only does this show that call open interest outweighs put open interest among options expiring in three months or less, but it ranks lower than 90% of all comparable readings taken in the past year. Simply stated, short-term speculators have rarely been as call-heavy toward MDLZ as they are now.

This glass-half-full outlook has spilled outside of the options arena, as well. Twelve out of 15 analysts maintain a "buy" or better rating toward Mondelez International Inc (NASDAQ:MDLZ), with not a single "sell" to be found. Plus, less than 1% of MDLZ's float is sold short -- or 2.1 times its average daily pace of trading.

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