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Pre-Earnings Kroger Co (KR) Options Bears Target Lower Lows

Kroger Co (NYSE:KR) is plunging amid sector headwinds and a price-target cut

Sep 7, 2016 at 11:45 AM
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A profit warning from grocer Sprouts Farmers Market Inc (NASDAQ:SFM) is having a bearish ripple effect across the sector, and Cincinnati-based grocery chain Kroger Co (NYSE:KR) is feeling the heat. At last check, KR stock was down 4.1% at $31.34 -- fresh off a 52-week low of $31.10 -- pressured further by a price-target cut to $37 from $39 at RBC. Not surprisingly, Kroger put volume has jumped to nine times what's typically seen at this point in the day, with a number of options bears calling for even lower lows for KR post-earnings.

By the numbers, around 11,000 puts have changed hands, more than double the number of calls on the tape. Most active is KR's September 30 put, where roughly 6,250 contracts have traded. It seems safe to assume new positions are being purchased here, a theory echoed by data from the International Securities Exchange (ISE). In other words, put buyers expect KR stock to breach $30 by next Friday's close -- a time frame that includes this Friday's quarterly earnings report -- when the front-month options expire.

Widening the sentiment scope reveals today's put-skewed session runs counter to the longer-term trend seen in KR's options pits. At the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), for instance, the stock's 50-day call/put volume ratio of 2.33 ranks in the 89th annual percentile. Simply stated, calls have been bought to open over puts at a faster-than-usual clip in recent months. Should the stock continue to struggle, an unwinding of these bullish bets could create more headwinds.

Outside of the options arena, short sellers have been jumping ship, with short interest down 20% in the most recent reporting period. Not only does KR's inability to capitalize on this burst of buying power speak volumes to its underlying weakness, but now, just 3% of the security's float is sold short. This leaves little in the way of sideline cash to help fuel future rallies.

Analysts have taken a glass-half-full approach to KR, as well, In fact, nine of the 15 brokerages covering the shares maintain a "buy" or "strong buy" rating toward the stock. A round of downgrades could spell more trouble for the shares of Kroger.

Looking at the charts, today's negative price action just echoes the equity's longer-term trajectory, though, with KR off 25% year-to-date. If history is any guide, the shares of Kroger Co (NYSE:KR) could be on track for an end-of-week slump, too. In the past two quarters, the reaction to KR's earnings report has been negative, with the stock averaging a single-session post-earnings loss of 3.9%.

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