MMR

Micron Call Options Heat Up Ahead of Earnings

SMH is solidly higher, along with shares of component Micron Technology, Inc.

Mar 20, 2017 at 1:48 PM
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Semiconductor stocks are on fire today, as evidenced by shares of the VanEck Vectors Semiconductor ETF (SMH) -- up 1% at $79.77, and fresh off a record high of $79.83. Ahead of Thursday night's earnings report, Micron Technology, Inc. (NASDAQ:MU) is one of several chip stocks blazing higher, while MU options traders are also making noise.

Diving right in, MU shares have surged 2.3% to trade at $26.40, making it one of the top performers on the S&P 500 Index (SPX). Earlier, in fact, the stock touched an annual high of $26.61. On a year-over-year basis, Micron is approaching a 130% lead, easily outperforming the broader stock market.

As alluded to, MU options are hot -- especially on the call side of the aisle, where they're running at triple the usual intraday rate. The bulk of this action is taking place at the weekly 3/31 27.50- and 30-strike calls. However, according to Trade-Alert, these long call spreads are likely being closed ahead of earnings.

Perhaps this has to do with the stock's murky earnings history. In the session immediately following MU's last eight reports, the shares have retreated three-quarters of the time. That said, the stock gapped 12.7% higher following the most recent earnings event in late December.

Taking a step back, calls have been the options of choice in recent weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). MU's 10-day call/put volume ratio is 5.08, with long calls quintupling puts. Moreover, this ratio ranks in the bullishly skewed 78th percentile of its annual range.

Now is a good time for options traders to purchase premium on Micron Technology, Inc. (NASDAQ:MU), too. The stock's Schaeffer's Volatility Index (SVI) of 38% ranks in the low 19th percentile of its annual range, suggesting short-term MU options are reasonably priced, from a volatility perspective.

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