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Option Bears Storm Florida Insurers Ahead of Hurricane Matthew

Option bears are hammering Florida-based insurers Universal Insurance Holdings, Inc. (NYSE:UVE), HCI Group Inc (NYSE:HCI), and Heritage Insurance Holdings Inc (NYSE:HRTG) as Hurricane Matthew approaches

Oct 6, 2016 at 1:56 PM
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As Hurricane Matthew -- now a category 4 storm -- approaches Florida, where residents have been told to "evacuate, evacuate, evacuate," several stocks are already feeling the effects. For instance, a number of insurance stocks are sinking on expectations for a surge in claims. Among the stocks getting hammered -- both on the charts and by options traders -- are Florida-based insurers Universal Insurance Holdings, Inc. (NYSE:UVE), HCI Group Inc (NYSE:HCI), and Heritage Insurance Holdings Inc (NYSE:HRTG).

UVE is behind only Twitter Inc (NYSE:TWTR) on the New York Stock Exchange's worst-performing-stocks list today, and is also on the short-sale restricted (SSR) list. The insurance issue has shed 14.8% to sit at $18.95, set to end beneath its 200-day moving average for the first time since July.

UVE put volume has already hit an annual high, with more than 5,400 contracts exchanged so far -- 71 times the average intraday clip. It appears buyers are picking up the November 15 put, betting on a breach of $15 -- territory not charted since late 2014 -- within the next several weeks. Delta on the put has more than quadrupled, to negative 0.22 from negative 0.058 yesterday, indicating a roughly 22% chance of the option ending in the money.

Universal Insurance Holdings, Inc. (NYSE:UVE) is no stranger to skepticism, though. The equity's Schaeffer's put/call open interest ratio (SOIR) of 2.18 is already at an annual peak, suggesting near-term traders haven't been more put-biased during the past year. Likewise, short interest on UVE represents nearly 14 sessions' worth of pent-up buying demand, at the equity's average pace of trading.

HCI is also getting drilled, down 11.3% at $25.79, and fresh off a three-year low of $24.35. The stock -- which is on the cusp of annual-high volume -- has also landed on the SSR list, with bears instead turning to the options pits.

In fact, HCI put volume has already topped its annual peak, with more than 2,800 contracts exchanged -- 20 times the norm. For comparison, fewer than 500 HCI calls have traded, though that's still on pace for an annual high. It looks like skeptics are scooping up the now-at-the-money October 25 put, in order to bet on steeper downside before Friday, Oct. 21, when the options expire.

As with UVE, HCI Group Inc (NYSE:HCI) was already a favorite among the bears. The equity's SOIR of 11.13 indicates that puts outnumber calls more than 11-to-1, among options expiring within the next three months. This ratio stands higher than 98% of all other readings from the past year, too. Plus, it would take nearly three weeks to buy back all the shorted HCI shares, at the security's average daily trading volume.

Finally, HRTG has shed 12.9% to sit at $12.05. Until this week, the stock had been moving steadily higher off its two-year low of $11.50, tapped in early July, but has surrendered nearly all those gains today.

HRTG put volume has not only touched an annual high, it's obliterated it. So far, roughly 2,000 puts have crossed the tape, compared to HRTG's previous high of just 184 contracts. Furthermore, just 30 HRTG calls have traded, for a whopping put/call volume ratio of 66.67. The equity's October, November, and December 12.50-strike puts are the top three most active, with buyers expecting more downside south of $12.50 in the near term.

Although HRTG is on the SSR list, there are quite a few shorts likely cheering today. Short interest grew more than 10% during the past two reporting periods, and now accounts for 6.7% of the stock's float -- or nearly two weeks' worth of pent-up buying pressure, at Heritage Insurance Holdings Inc's (NYSE:HRTG) average daily volume.

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