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Dollar General Corp. (DG) Earnings Sell-Off Sends Options Pits Into a Frenzy

Dollar General Corp. (DG) has wiped out most of its year-to-date gains, following a disappointing earnings report

Aug 25, 2016 at 3:34 PM
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Dollar General Corp. (NYSE:DG) is collapsing under the weight of a disappointing earnings report, and this hasn't been missed by options traders. Further pressured by negative analyst attention, the stock was last seen 17.6% lower at $75.64, putting it on the short-sale restricted list. Meanwhile, both stock and options volume have hit annual highs.

Digging deeper, options betting has spiked to 18 times the intraday norm. The most active option is the weekly 8/26 80-strike call, where a mix of buy- and sell-to-open activity is detected. While the buyers foresee DG taking back $80 by the close tomorrow, when the series expires, the sellers are predicting that the round-number level will serve as a short-term speed bump.

Turning our attention elsewhere, more clear-cut bearish betting can be found at the weekly 8/26 75-strike put. Based on the data, it seems safe to assume traders are buying new positions here, anticipating DG will plunge south of $75 by Friday's closing bell.

Historically speaking, calls have been highly preferred over puts. Looking at data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open twice as many DG calls as puts during the last two weeks. The resultant call/put volume ratio of 2.20 outstrips 87% of all comparable readings from the past year.

High hopes have been shared by analysts. In fact, 11 of 14 brokerage firms rate DG a "buy" or better, compared to three "holds" and not a single "sell." Plus, short sellers have been turning tail, with short interest plummeting almost 23% during the two most recent reporting periods.

Of course, the tide could start to turn, given DG's earnings-induced sell-off. Indeed, it may already be happening, as JPMorgan Securities recently lowered its rating to "neutral" from "overweight," and cut its price target to $83 from $92 -- a move followed by BTIG, which slashed its price target to $90 from $105. Should analysts continue to throw in the towel, or bullish options traders capitulate, DG could run into even more headwinds.

That said, Dollar General Corp. (NYSE:DG) remains 5% higher on a year-to-date basis. Plus, the shares may have found a foothold at the $75 level -- roughly where they were trading prior to an early March post-earnings gap to the upside.

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