Call Traders Swarm Nike Stock After Upgrade

Truist Securities upgraded its rating on struggling NKE to “buy”

Retail powerhouse Nike Inc (NYSE:NKE) is up 0.2% to trade at $82.67, but earlier traded as high as $83.45 out of the gate, after Truist Securities upgraded the stock to “buy” from “hold” and hiked its price target to $97 from $83 — an 18% premium to last night’s close. The brokerage cited more optimism in the equity “moving in the right direction.”

Today’s bull note is welcome news for Nike stock, with the company still reeling from a disappointing fiscal first-quarter revenue miss on Oct. 1. NKE suffered a steep post-earnings bear gap of nearly 7%, and is down 23.8% year-to-date.

Despite off session highs, options traders are moving in, with 53,000 calls across the tape so far today, volume that’s four times the average intraday amount. Most popular are the weekly 10/11 84- and 85-strike calls, with new positions being bought to open at the latter.

Today’s call skew marks a departure from the norm in the last two weeks, where puts have grown popular.  At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), Nike’s 10-day put/call volume ratio ranks in the 79th percentile of its annual range.

Regardless of direction, because of the post-earnings volatility crush, options are attractively priced right now. The stock’s Schaeffer’s Volatility Index (SVI) of 23% ranks in the 18th percentile of the past 12 months. Plus, NKE’s Schaeffer’s Volatility Scorecard (SVS) sits at 83 out of 100, meaning it’s often exceeded options traders’ volatility expectations in the past year.

 

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