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Put Players Pounce as Gap Inc (GPS) Pulls Back

Shares of Gap Inc (NYSE:GPS) are trading down on news its chief financial officer will be leaving, and put volume is running at a faster-than-usual clip

Nov 3, 2016 at 3:23 PM
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Gap Inc (NYSE:GPS) is stumbling -- down 4.5% at $25.76 -- after the retailer announced the departure of its chief financial officer, Sabrina Simmons. Additionally, a negative outlook from CNBC's Jim Cramer may also be taking its toll on GPS stock, with the pundit saying Gap is "just not an important company." Against this backdrop, GPS put volume is running at an accelerated clip, with a number of option bears betting on even bigger losses for the stock in the near term.

By the numbers, around 9,800 GPS puts have changed hands -- two times the expected intraday amount of 4,820 -- and nearly double the 5,224 calls that have traded. Almost half of the day's put volume has centered at the weekly 11/11 26 strike, where it seems safe to assume new positions are being purchased. In other words, put buyers expect GPS to extend its retreat south of $26 through next Friday's close, a time frame that includes the retailer's Nov. 7 same-store sales update, as well as earnings from several of its sector peers.

From a wider sentiment perspective, options traders have been scooping up long calls over puts at a near-annual-high clip in recent weeks. Amid relatively light absolute volume, GPS has racked up a top-heavy 10-day put/call volume ratio of 5.73 on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). What's more, this ratio ranks just 9 percentage points from a 52-week peak.

Echoing this put-skewed bias is GPS' Schaeffer's put/call open interest ratio (SOIR) of 1.91. Not only does this show that puts nearly double calls among options set to expire in three months or less, but it ranks higher than 81% of comparable readings taken in the past year. Simply stated, short-term options traders are more put-heavy than usual toward the retail stock.

This skepticism isn't confined to the options pits, either. Short interest surged 8.2% in the two most-recent reporting periods, and now accounts for a whopping 17.2% of GPS' available float. Plus, 20 of 23 covering analysts maintain a "hold" or worse rating on the stock.

Looking at the charts, though, GPS has made notable strides since bottoming at a four-year low near $17 in late May -- up more than 51%. Plus, today's pullback found a foothold near $25.50, which roughly coincides with the stock's negative 10% year-over-year breakeven level. Should the stock turn in another well-received same-store sales report, an unwinding of some of this skepticism could create tailwinds for the shares of Gap Inc (NYSE:GPS).

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