Options Update: Visa Put Volume Soars After Target Cut at Barclay’s Capital

On September 26, Visa’s
(
V |
Quote |
Chart |
News |
PowerRating)
North America president Bill Sheedy warned that “It’s fair to say that we’re not immune to economic cycles, so when the economy slows, when consumer confidence dips, certainly that impacts our business.”

Since that statement, shares of the credit-card issuer have fallen more than 23%, blowing past their close of $56.50 per share on March 19 following their initial public offering.

Today, Barclay’s Capital chimed in on the decline and the company’s admission of weakness in the current market environment, slashing its price target on V to $78 per share from $85 per share. Following the cut, the stock has fallen more than 8% heading into the latter half of the trading session.

With the security in dire technical straights, options traders have piled into V puts in today’s trading. In fact, more than 15,000 put contracts have changed hands on V so far, nearly quadrupling the stock’s average daily put volume and placing the shares on today’s Intraday Volume Explosion List. The majority of this volume has traded at V’s December 50 put, but what caught my eye was where these contracts were crossing the tape.

Visa option volume details

Anatomy of a Visa Put Sell

Looking at the chart above, you can see that most of today’s December 50 put activity on V has traded at the bid price. Combining this bid activity with the fact that volume easily exceeds open interest at this strike (totaling about 2,452 contracts), we can assume that traders are selling (to open) December 50 put contracts on V. Remember that a put-sell position is neutral-to-bullish on the underlying stock, and that a trader only needs the shares to hold above the sold strike in order to retain all of the premium received from the trade.

Running with the put-sell idea, we will use the block of 1,874 December 50 put contracts which traded at 11:43 a.m. Eastern time as our example. These contracts crossed the tape near the bid at a price of $4.40, creating a total credit on the position of $824,560 — ($4.40 * 100)*1,874 = $824,560. Breakeven for this position is derived by subtracting the option premium ($4.40) from the sold 50 strike. As such, should V hit $45.60 per share, the trader would be assigned the stock at $50 per share. The trader could then turn around and sell the shares for $45.60, breaking even on the position.

But traders rarely shoot for breakeven on positions, so let’s see if V’s technical picture or sentiment backdrops provide any clues on the potential for the shares to hold their ground until the options expire on December 19.

Getting Technical

Looking at a daily chart of V, we can see that there is very little precedent for technical support. The last area that could have propped up the equity passed on the open this morning, when V plunged past the 55 level – home to its lows on March 19. There appears to be a reluctance to push the shares below the round-number 50 level, however, as the stock rebounded from this area earlier in today’s trading. V is now trading above the 52 level, but resistance in the 55 region could keep the stock from staging any meaningful rallies during the short-term. Given this backdrop, there is a chance that the 50 level will hold for the time being, as short-term selling pressure may have run its course, thus keeping a sold December 50 put out of the money.

Daily chart of Visa since March 2008 with 10-day and 20-day moving averages

The Sentiment Drivers

The stock’s sentiment backdrop is not quite as forgiving, however, as investors remain optimistic toward V despite its poor technical performance. Specifically, V’s Schaeffer’s put/call open interest ratio (SOIR) has begun to pull back following September option expiration. After spiking to a reading of 0.78 on October 1, an influx of call activity has pushed this ratio lower to today’s reading of 0.75. This added call volume amid V’s steady decline has bearish implications from a contrarian perspective.

However, the most troublesome indicator resides with Wall Street analysts. According to Zacks.com, 11 of the 19 analysts following V rate the shares a “buy” or better, with no “sell” ratings to be found. Should these brokerage firms begin to feel that V’s president is right that the company could suffer amid a worsening economic environment, downgrades from this bullish bunch could quickly scuttle a sold December 50 V put position.

Sentiment indicators for Visa

The Verdict?

The combination of V’s warning that the company could come under pressure from a declining economic environment with the rumblings of a consumer-led recession on Wall Street does not inspire much confidence that the shares will recover anytime soon. Sure, the stock could see a bounce during the short-term as buyers take advantage of the recent sell-off, but with analysts doling out “buy” ratings left and right on V, I can’t fathom where the strength for a sustained rally will come from. If you were in a put-selling mood, a December 50 put on V seems like the safest rout, with ample time and points baked into the trade. However, should today’s selling mood linger through the end of the week, even this potential area of round number support could quickly succumb to the pressure. That said, I would consider buying a December 55 put on V following any rally in the shares that takes them nearer this potential technical hurdle.

Newly revised and updated, Bernie Schaeffer’s home study program, “10 Days to Successful Options Trading,” provides a foundation for your options trading success. Includes easy-to-follow guide, CD, DVD, and a special report — Click here to learn more.

Copyright Schaeffer’s Investment Research. www.schaeffersresearch.com.