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Tiffany & Co. (TIF) Calls Hot on C-Suite Shakeup

Tiffany & Co. (TIF) call options are hot after the fine jewelry retailer named a new CFO

Sep 13, 2016 at 12:24 PM
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Although oil and Fed worries are weighing on stocksTiffany & Co. (NYSE:TIF) has managed to buck the broad-market trend, after naming Mark Erceg as its new CFO. So far today, the fine jewelry retailer has managed to jump 0.7% to $68.78, and TIF options are flying off the shelves.

In the option pits, call volume is on pace for the 99th percentile of its annual range, with calls trading at four times their normal intraday clip. Today's five most active options are front-month calls, led by the September 69 call. The September 71 call is also seeing a significant amount of possible buy-to-open action. It looks like option bulls are betting on a continued upside for TIF, at least through expiration this Friday.

Today's optimism towards TIF certainly isn't unprecedented. TIF's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) currently sits at 2.12, which is higher than 90% of all other readings from the past 12 months. TIF's call open interest is in the 95th percentile of its annual range, with TIF's September 70 strike the top front-month call position, and the October 72.50 call the most popular during the past 10 days.

TIF's Schaeffer's Volatility Index (SVI) of 23% is lower than 91% of all other readings from the past year, indicating near-term options are pricing in relatively low volatility expectations. TIF's Schaeffer's Volatility Scorecard (SVS) sits at a relatively high 73, indicating the stock has tended to exceed volatility expectations over the past year. Both of these factors are a boon for short-term premium buyers

TIF's momentum may not be stopping soon. The stock recently toppled its 10-month moving average, and has advanced more than 20% since hitting an annual low of $56.99 in late June. In addition, short interest is down 7.6% over the last reporting period, but shorted shares still make up a total of 12.7% of TIF's float, which would take over a week to cover, at TIF's average daily volume. A continued unwinding among short sellers could fuel more upside for Tiffany & Co. (NYSE:TIF).

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