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Harley-Davidson Inc (HOG) Buyout Buzz Sparks a Barrage of Options Bets

Rumor has it, Harley-Davidson Inc (HOG) could be in KKR's crosshairs

Sep 21, 2016 at 2:29 PM
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Harley-Davidson Inc (NYSE:HOG) is sharply higher this afternoon on speculation the company could be a buyout target of KKR & Co. L.P. (NYSE:KKR). However, a company spokesperson responded, "There isn't anything going on on this end that we're aware of to specifically drive that." Amid the buyout buzz, HOG's options pits have caught fire.

Specifically, calls are changing hands at a mind-bending 28 times their usual intraday rate. The most active call is the October 57.50 strike, where at least some buy-to-open activity is detected. Buyers of these out-of-the-money positions are counting on HOG taking out $57.50 by front-month expiration, at the close on Friday, Oct. 21.

This represents quite a reversal from the prevailing trend toward puts. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 11.57 Harley-Davidson puts for every call during the last two weeks. What's more, the corresponding put/call volume ratio rests only 3 percentage points from an annual peak.

Echoing this, the stock's Schaeffer's put/call open interest ratio (SOIR) is 2.24, with puts doubling calls among options expiring in the next three months. More notably yet, this SOIR ranks above 99% of all other readings taken in the last year, confirming the unusually strong preference for HOG puts.

By no means are options traders the only ones showing signs of skepticism. For example, 24 million HOG shares are sold short -- translating to over two weeks of trading activity, at the stock's average daily volume. Likewise, 14 of 17 analysts rate the shares either a "hold" or a "strong sell."

That's not to say Harley-Davidson Inc (NYSE:HOG) is deserving of the pessimism. On the contrary, up 3.4% this afternoon at $52.16, the stock now sports a year-to-date gain that's approaching 15%. Indeed, over the last three months, the shares have outperformed the broader S&P 500 Index (SPX) by 11.3 percentage points.

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