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Options Traders Target New Highs for Micron Stock

Micron Technology, Inc. (NASDAQ:MU) will report earnings next week, and options traders are betting bullishly ahead of the event

Mar 13, 2017 at 2:30 PM
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Chipmakers are trading higher today amid news Advanced Micro Devices, Inc. (NASDAQ:AMD) will join the S&P 500 Index (SPX) next week. Shares of Micron Technology, Inc. (NASDAQ:MU), for instance, were last seen up 1.9% to trade at $25.66. This positive price action is just more of the same for the stock, and has sparked a rush toward calls in MU's options pits.

Today, for instance, more than 106,300 calls have changed hands -- two times what's typically seen at this point in the session, and nearly five times the number of puts on the tape. Most of the action has centered on the weekly 3/31 27.50- and 30-strike calls, due to matching 30,000-contract blocks that changed hands earlier. Trade-Alert indicates this is a result of one trader initiating a long call spread, though the activity is tied to stock.

This accelerated call volume is par for the course. Per data from Schaeffer's Senior Quantitative Analyst Rocky White, Micron stock has seen some of the heaviest total options volume in the last two weeks, with 418,287 calls and 168,769 puts traded. Call buyers have been especially busy, per MU's top-heavy 10-day call/put volume ratio of 4.52 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). This ratio ranks in the 73rd annual percentile, meaning calls have been bought to open over puts at a faster-than-usual clip.

Drilling down, MU's weekly 3/31 26-strike call has seen one of the largest increases in open interest over the last two weeks, with more than 11,300 contracts added. The major options exchanges confirms a healthy amount of buy-to-open activity here, meaning speculative players are betting Micron stock will rally past $26 by expiration at the close on Friday, March 31 -- a time frame that includes Micron's earnings report, due after the close on Thursday, March 23.

Technically, shares of Micron Technology, Inc. (NASDAQ:MU) haven't traded north of $26 since June 2015. Nevertheless, the stock has spent the past 12 months trending higher -- tacking on more than 125%. Plus, MU hit an annual high of $25.92 one week ago today, and the shares surged 12.7% in the session subsequent to Micron's earnings report last December.

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