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Lululemon Athletica inc. (LULU) Call Options Fly Amid 'Go Private' Rumors

As rumors swirl that Lululemon Athletica inc. (LULU) could be taken private, the stock's call options are trading at a brisk pace

Oct 5, 2016 at 2:26 PM
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Lululemon Athletica inc. (NASDAQ:LULU) options are flying amid unsubstantiated speculation the yoga retailer could go private. By the numbers, calls are trading at twice the expected intraday rate, with bullish speculation likely taking place.

On the call side of the street, the weekly 10/7 59.50 and 60 strikes are both seeing what looks to be buy-to-open activity. By purchasing these options, traders are gambling LULU will run higher through Friday's close -- finishing above the respective strikes by the time the contracts expire. At last check, the shares were up just 0.3% at $59.56.

On the other hand, according to Trade-Alert, one speculator likely rolled down a big block of October 59.50 puts to the 58.50 strike. In so doing, she is betting LULU will reverse lower by front-month expiration, at the close on Friday, Oct. 21, breaching the $58.50 level in the process. Of note, the stock hasn't settled a week south of that strike since January.

No matter the motive, now is a good time to purchase premium on short-term LULU options. The stock's Schaeffer's Volatility Index (SVI) of 29% ranks below 90% of all readings from the past year, hinting at muted near-term volatility expectations. On top of that, the equity's 30-day at-the-money implied volatility of 30.2% registers in the bottom one-third of all readings taken in the prior 12 months.

In terms of technicals, Lululemon Athletica inc. (NASDAQ:LULU) has had a rough go of it since topping out at $81.81 in late August, shedding over 27% of its value. However, there is at least one sign the shares could be due for some short-term relief. Specifically, LULU's 14-day Relative Strength Index (RSI) of 17.8 resides deep in oversold territory.

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