McDonald's Stock Could Burn Bearish Options Traders

By Katie Coburn / October 05, 2017 / www.schaeffersresearch.com / Article Link

Fast food franchise McDonald's Corporation (NYSE:MCD) has been tearing its way up the charts this year, tacking on 30% to rank among the best Dow components of 2017. The restaurant stock even touched an all-time high of $161.72 on Sept. 11, but has since pulled back to its current perch at $158.20. The blue chip's retreat, however, could signal a buying opportunity for options traders, as MCD stock nears a key trendline with historically bullish implications.

MCD stock was last seen trading just above its 80-day moving average, which is docked at $156.20 and contained recent pullbacks in late September. According to data compiled by Schaeffer's Senior Quantitative Analyst Rocky White, previous meet-ups with this trendline over the past three years resulted in positive one-month returns 83% of the time, with an average return of 2.34%. A rally of this nature would send MCD shares to a record high.

Options traders have been surprisingly bearish toward the burger joint of late. MCD stock sports a 10-day put/call volume ratio of 1.38 on the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) -- good enough to rank in the 79th annual percentile. In other words, puts have been bought to open relative to calls at a faster-than-usual clip.

What's more, MCD stock's Schaeffer's put/call open interest ratio (SOIR) of 1.63 ranks in the 75th annual percentile -- another indicator suggesting short-term options players are favoring puts over calls by an unusual amount. An unwinding of these bearish bets could translate into tailwinds for the security, which currently garners 19 "buy" or better analyst ratings, compared to just seven lukewarm "hold" recommendations and not a single "sell."

For options players looking to bet on a McDonald's stock bounce, now is an opportune time to buy premium on the security, seeing as how near-term options traders are pricing in relatively low volatility expectations. This is evidenced by the fact that MCD's Schaeffer's Volatility Index (SVI) of 12% ranks in the low 18th annual percentile. Plus, the fast food stock has tended to make outsized moves relative to what the options market has priced in, since its Schaeffer's Volatility Scorecard (SVS) stands at 87.

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