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Put Trading Picks Up During GNW's M&A Surge

GNW put volume is well above the intraday norm

Aug 13, 2019 at 1:32 PM
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Genworth Financial Inc (NYSE:GNW) is one of the best stocks on the Street today, up 13% at $4.35, thanks to news the financial firm is selling a 57% stake in its Canada business to Brookfield Business Partners for $1.81 billion. While this sets GNW shares up for the best finish, and the first above the 200-day moving average, since February, options traders are reacting by trading puts at an accelerated rate.

gnw stock chart aug 13

Put volume today is running in the 97th annual percentile, outpacing calls 7,044 to 4,483 at last check. On average, fewer than 500 puts are traded on GNW every day, showing how extreme the demand is today for the contracts. The most popular option by far is the January 2020 4-strike put, but this position was home to heavy open interest coming into today, suggesting traders could be closing positions. Otherwise, some short-term bulls could be opening positions at the weekly 8/23 4.50-strike call.

Option volume has been light on absolute basis coming into today for Genworth. Still, those who have speculated on the security have targeted long puts. Data from the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows a 10-day put/call volume ratio of 2.18, which ranks in the 71st annual percentile.

What's more, short interest is somewhat elevated on the stock. Going by average daily trading volumes, the 18.85 million shares sold short would take almost six sessions to cover. This could mean the shares enjoy short covering tailwinds in the short term, especially since these bears were already in cover mode, with short interest falling 14.5% in the last two reporting periods.

 

 

 

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