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The $4 Million Options Trade on Lowe's Stock

Lowe's stock has historically struggled during the second quarter, but one options trader just placed a $4 million bullish bet

Mar 31, 2017 at 1:16 PM
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The the iShares U.S. Home Construction ETF (ITB) has been climbing up the charts since Donald Trump's election win last November, prompting some huge bullish options trades. However, the second quarter has been one of the exchange-traded fund's (ETF) weakest periods, from a historical standpoint. In fact, ITB has averaged a second-quarter loss of 3.7% over the past 10 years -- the worst of all the ETFs in our recent study of second-quarter performance. Not surprisingly, one of its largest components, Lowe's stock, landed on our list of worst stocks for the period. 

LOW Stock Remains Near Record Highs

Looking back, LOW shares have shed an average of 4.2% during the second quarter in the past decade, turning in a positive performance just three times. This year, though, the retail stock comes into the second quarter on a hot streak, touching a record high of $84 on March 16, after a post-earnings bull gap sent the shares soaring on March 1. At last check, LOW stock was trading near $82.32, up 27% since its November bottom.
 

low stock news

Meanwhile, options data suggests at least one speculator is extremely confident in Lowe's stock going forward. Around 11 a.m. ET, a block of 12,000 July 82.50 calls were seemingly bought to open for $3.40 each. If this is a "vanilla" options trade, the call buyer just dished out almost $4.1 million (number of contracts * premium paid * 100 shares per contract), with the expectation that LOW shares will move north of $82.50 by the time the contracts expire at the close on Friday, July 21. 

Short-Term LOW Options are Affordably Priced at the Moment

More broadly, call buyers have been active in LOW's options pits in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the security sports a top-heavy 50-day call/put volume ratio of 2.96 -- in the elevated 76th annual percentile. Plus, LOW's Schaeffer's put/call open interest ratio (SOIR) of 0.50 is docked below 75% of all comparable readings taken in the past year, meaning short-term speculators are more call-heavy than usual on the stock.

However, it seems to be a good time to for premium buyers to speculate on LOW stock. For starters, the shares' 30-day at-the-money implied volatility of 15.5% ranks just 2 percentage points from an annual low. In a similar vein, Lowe's has a Schaeffer's Volatility Index (SVI) of 14%, which ranks in the 1st annual percentile. Clearly, low volatility expectations are being priced into short-term options. 

Plus, LOW stock has tended shown a tendency to make bigger-than-expected moves over the past year, compared to what the options market has priced in. This is based on the Lowe's Schaeffer's Volatility Scorecard (SVS), which comes in at 87 on a scale of 1 to 100. Summing it all up, LOW options appear to be signaling a prime premium-buying opportunity.

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