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Put Traders Dig Into Downgraded Frontier Communications Stock

The stock has suffered a stunning sell-off in recent years

May 9, 2018 at 2:24 PM
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Telecom stock Frontier Communications Corp (NASDAQ:FTR) continues to struggle on the charts, down another 8.8% today at $8.92, following a bear note out of Citigroup. An analyst there downgraded FTR shares to "sell" from "neutral," and cut his price target by $1.00 to $6.25, expecting increased pressure on the company's free cash flow going forward. Options traders seem even more bearish, with a huge put trade crossing earlier today.

Specifically, 5,920 January 2020 4-strike puts traded earlier for $0.88 each, so if they were bought to open, a trader is wagering roughly $521,000 (contracts purchased * 100 shares per contract * premium paid) on an extended Frontier Communications sell-off. Breakeven for the trade at January 2020 options expiration would be $3.12 (strike minus premium paid), a 65% drop from current levels. It should be noted, however, that this contract was already home huge open interest coming into today.

Looking back, bearish options bets are nothing new on Frontier. Data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows a 10-day put/call volume ratio of 4.50. Not only does this show more than four puts have been bought to open for every call, but it ranks just 2 percentage points from an annual high.

Considering the stock has fallen from $127 to its current perch in just over three years, it's not surprising to note that short interest is elevated on FTR. In fact, short interest represents a 40% of the equity's float, and would take more than two weeks to buy back, based on average daily volumes.

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