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Booz Allen Hamilton Holding Corporation (BAH) Security Scandal Sparks Options Frenzy

Booz Allen Hamilton Holding Corporation (BAH) is plummeting, and put options are flying off the shelves, on news of another employee accused of stealing government secrets

Oct 5, 2016 at 3:10 PM
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Booz Allen Hamilton Holding Corporation (NYSE:BAH) is under fire this afternoon, after the New York Times reported that another BAH employee was caught stealing classified information (the first, of course, being Edward Snowden). Harold Thomas Martin was doing contracting work for the National Security Agency (NSA) when it was discovered he had stolen information that could jeopardize national security, given Martin's top-level security clearance (subscription required). Although Martin has been in custody since Aug. 27, news of his arrest broke this afternoon, causing BAH stock to plummet, while put options fly off the shelves.

BAH is down 4% at $30.25 so far today, though shares of the consulting firm are still up 16.5% year-over-year. Following a series of higher lows, BAH recently broke through resistance in the $31 level, tapping a record high of $31.94 just last week.

In the option pits, BAH puts are trading at 22 times their average intraday rate, outnumbering calls 33-to-1. In fact, option volume -- typically low on an absolute basis -- and put volume are set to close at an annual peak.

The November 30 and October 30 puts are today's most active stock options, with buy-to-open action detected. In other words, buyers expect BAH to breach $30 in the next few weeks. The delta on the October 30 put -- already home to peak open interest -- more than doubled, to negative 0.44 from negative 0.17 yesterday, indicating a roughly 44% chance of the option ending in the money on Friday, Oct. 21. 

From a broader sentiment perspective, Booz Allen Hamilton Holding Corporation (NYSE:BAH) sports a Schaeffer's put/call volume ratio (SOIR) of 3.15, which sits higher than 80% of all other readings from the past 12 months, indicating near-term option players were already more put-skewed than usual as of late. The stock could be vulnerable to some analyst backlash, though, should the recent turn of events spark revisions. Currently, seven of nine analysts rate the shares a "strong buy," without a single "sell" to be found.

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