Micron Technology, Inc. (MU) Option Bulls Eye Higher Highs

Micron Technology, Inc. (NASDAQ:MU) is trading at levels not seen since early December

Aug 15, 2016 at 3:17 PM
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Micron Technology, Inc. (NASDAQ:MU) is soaring, amid another record-setting session for the broader equities market. At last check, MU stock was up 4.4% at $15.59, after MKM Partners boosted its price target on the shares to $21 from $19. With the tech stock trading at levels not seen since early December, MU call volume has jumped to two times what's typically seen at this point of the day, with options traders betting on even bigger gains in the near term.

Breaking it down, more than 77,000 MU call options have changed hands so far, compared to around 19,000 put options. Around one-quarter of the day's call activity has centered at the weekly 9/30 16.50 strike, and it seems safe to assume new positions are being purchased here. In other words, call buyers expect MU to rally north of $16.50 by the close on Friday, Sept. 30 -- a time frame which may include the company's fiscal fourth-quarter earnings report, tentatively scheduled for Thursday, Sept. 29.

From a broader perspective, call buyers have been unusually active in MU's options pits in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), 5.22 calls have been bought to open for each put in the past two weeks. What's more, this ratio ranks higher than 83% of all comparable readings taken in the past year.

Echoing this call-skewed backdrop is MU's Schaeffer's put/call open interest ratio (SOIR) of 0.37. Not only does this show that calls outweigh puts among options set to expire in three months or less, but it rests in just the 6th percentile of its annual range. Simply stated, short-term speculators are more call-heavy than usual toward MU stock.

While some of this activity is likely a result of "vanilla" option bulls, short sellers could be initiating long calls to protect their bearish bets against upside risk, possibly of the M&A kind. In fact, short interest on MU jumped 7.2% in the two most recent reporting periods to 71.3 million shares -- the most since May 2015.

Regardless of the reason, now appears to be an opportune time to strike on Micron Technology, Inc. (NASDAQ:MU). While MU's Schaeffer's Volatility Index (SVI) of 41% ranks lower than 95% of all similar readings taken in the past 12 months, its 30-day at-the-money implied volatility of 42.6% arrives in the 10th annual percentile. Summing it all up, the stock's near-term options are pricing in relatively low volatility expectations at the moment -- a potential boon for options buyers.

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