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Why Micron Technology, Inc. (MU) Option Bulls May Be Fighting a Losing Battle

Micron Technology, Inc. (NASDAQ:MU) call players are targeting the historically significant at-the-money 20 strike

Dec 7, 2016 at 11:10 AM
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Semiconductor stocks have been on fire lately -- with the sector seeing a massive influx of buying climaxes last week, according to Schaeffer's Senior Quantitative Analyst Rocky White. While this could be a bearish signal for semiconductor stocks going forward, chipmaker Micron Technology, Inc. (NASDAQ:MU) is showing no signs of stopping today, up 3.2% at $19.67, after Citigroup initiated coverage on the tech stock with a "buy" rating and $30 price target -- territory not charted since March 2015. Meanwhile, in the options pits, calls are crossing at three times the average intraday pace, with short-term traders targeting MU stock's round $20 mark.

By the numbers, around 65,000 MU calls have traded so far. While call volume is running in the 99th percentile of its annual intraday range, it's still a far cry from the 12-month peak of 214,957 calls traded in a single session on Oct. 5. Nevertheless, almost 66% of today's call activity has centered at the December 20 strike, with 42,652 contracts on the tape so far. However, it's not clear if traders are opening or closing -- and likewise, buying or selling -- the calls, as open interest is sufficient to cover volume.

In fact, the December 20 call is MU's peak front-month position, with 73,324 contracts currently outstanding. Plus, according to data from the major options exchanges, it looks like there's been a healthy mix of buy- and sell-to-open activity occurring here in recent months. Those that bought to open the calls are expecting the stock to settle north of $20 at the close next Friday, Dec. 16 -- when front-month options expire -- while those that sold to open the calls hope MU closes south of the round-number level.

Diving deeper, the January 2017 20-strike call is MU's top open interest position, with nearly 144,000 contracts in residence. Data suggests that a bulk of this activity is a result of traders purchasing new positions. In this case, the goal is for MU to break out above the round-number mark by January options expiration, at the close on Friday, Jan. 20.

MU open interest configuration

Technically speaking, the $20 mark has proven to be quite a thorn in MU's side. While the shares have surged nearly 38% in 2016, this rally was recently halted right near the round-number level, with MU stock topping out at an annual high of $20.44 on Nov. 25. Plus, the shares of Micron Technology, Inc. (NASDAQ:MU) have only closed north of $20 twice on a daily basis since gapping below here in late-June 2015. Such lofty accumulations of call open interest at overhead 20 strikes could reinforce historical resistance at the round number, too, as the hedges related to the bets unwind over the next two months.

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