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Options Accelerate as Allergan plc (AGN) Targets Sixth Straight Win

Allergan plc (AGN) options are trading at twice the usual intraday rate

Jan 3, 2017 at 10:55 AM
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Allergan plc Ordinary Shares (NYSE:AGN) is cruising toward its sixth consecutive daily win, with the drugmaker in view after its latest round of price hikes. At last check, the stock was 2.5% higher at $215.32, while its options were running at double the usual intraday rate. Also worth noting: AGN's solid start to the first-quarter is par for the course, historically speaking.

Looking back a decade, the drug stock has finished the first quarter higher nine times. On average, AGN shares have tacked on 8.3% over the three-month time period, too. In other words, the drugmaker's week-long rally may have legs. That said, the stock could hit a near-term speed bump, as its 14-day Relative Strength Index (RSI) has climbed into overbought territory, last seen at 73.3.

Turning to AGN's options pits, short-term bettors are flexing their muscles, with five of the 10 most active strikes set to expire within the next two weeks. In the lead by a mile is the weekly 1/6 210-strike put, with more than 1,600 contracts on the tape. All signs point to buy-to-open activity, suggesting these short-term options players anticipate a pullback south of $210 by this Friday's close, when the weekly series expires.

On a related note, now is an ideal time to purchase premium on short-term AGN options. The stock's Schaeffer's Volatility Index (SVI) sits at an annual low of 13%, suggesting the option market is pricing in extremely low volatility expectations at the moment, when it comes to near-term strikes.

Outside of the options arena, 13 of 17 analysts rate Allergan plc Ordinary Shares (NYSE:AGN) a "buy" or better, with not a single "sell" opinion to be found. That positivity isn't reflected universally, however. Despite plummeting 37.1% in the most recent reporting period, short interest remains at an elevated 25.3 million shares -- which would take roughly a week to cover, at AGN's average trading volume.

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