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Options Traders Blitz Merck & Co., Inc. (MRK) After Earnings, Keytruda Win

Merck & Co., Inc. (MRK) is seeing accelerated options trading, after the biotech's cancer drug victory and an earnings beat

Oct 25, 2016 at 12:12 PM
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Options are popping on Merck & Co., Inc. (NYSE:MRK) as the Dow stock rises, following the drugmaker's better-than-expected earnings report. Specifically, MRK beat on the top and bottom lines, thanks to rising sales for both vaccines and MRK's lung cancer drug, Keytruda. Adding to the bullish buzz, Keytruda was granted early U.S. approval yesterday for use in previously untreated cancer patients, while MRK also lifted its full-year forecast.

Against this backdrop, MRK is trading 1.8% higher at $61.82, bringing its total year-to-date gains to 17%. Helping the stock higher has been its 80-day moving average, which has been lifting MRK shares since early March. However, MRK has been trapped in the $61-$64 range since an early August bull gap.

As touched upon, MRK options are crossing the line at twice their usual intraday clip. And with 23,200 options on the tape, volume is on pace to arrive in the 96th percentile of its annual range. Drilling down, calls are outnumbering puts, with almost 14,000 of the former and 9,500 of the latter traded at last check.

While the January 2018 62.50-strike call is today's most active option, the weekly 10/28 60-strike put has garnered notable attention among post-earnings options traders. According to data from the International Securities Exchange (ISE), a significant amount of sell-to-close activity has been detected here, as traders close out of their positions ahead of expiration at this Friday's close.

Widening the scope, puts have been popular among near-term traders, with MRK's Schaeffer's put/call open interest ratio (SOIR) of 1.63 currently at an annual peak. In other words, traders haven't been more put-biased toward options expiring in three months or less in the past 12 months.

However, options buyers have been quick to scoop up calls over puts in recent months. MRK's 50-day call/put volume ratio at the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) sits at 3.55, higher than 94% of all other readings from the past year.

Diving deeper, MRK's top front-month open-interest positions are the November 65 call, followed by the November 62.50 call. With a lofty 32,068 contracts collectively outstanding at these two over head strikes, this could exacerbate resistance for the shares of Merck & Co., Inc. (NYSE:MRK) in the near term.

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