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Morning Update

Overnight sentiment in Europe was risk-on as a Financial Times article said Spain will imminently ask for a bailout. This has the Euro above $1.30 and the STOXX 50 up nearly 2%. In the US the September CPI was released this morning, coming in at a month/month increase of 0.6%, ahead of expectations of a 0.5% increase. The core CPI (ex. Food and energy) increase 0.1%, below expectations of a 0.2% increase. The only other economic data to be released today are industrial production figures at 9:15 EST.

Yesterday we noticed unusual options activity in Groupon. One trader sold 5,900 April 4 puts for $0.60 and bought 5,900 April 5 puts for $1.15 with the stock trading at 5.25. The net cost to put this spread on was $0.55, and its maximum value at expiration in 185 days is $1.00. To realize its full value, GRPN must be at or below 4.00 at April expiration, and to break even it must be at or below 4.45. Since this breakeven is 18% lower than yesterday’s close, this trader is very bearish and sees much more downside for this stock that has already tumbled 81% since its IPO.

Groupon is scheduled to report earnings on Nov. 8th and another disappointing quarter has the potential to accllerate the stock’s drop. However, the company has made efforts to fix its struggling businesses. Groupon’s senior management in Europe has been reshuffled and the head of international business is leaving the company. Groupon has also recently acquired Breadcrumb, a point of sale iPad app targeted at local businesses. This could be a stepping stone for Groupon to begin taking restaurant reservations and allow it to compete directly with OpenTable, but that will be a ways down the road.

The high levels of uncertainty surrounding this stock have driven up option premiums, which make spreads like this one expensive. Risking $0.55 to make $1.00 over 185 days on a 20% down move in the stock is not a risk profile that impresses me, so I will on the sidelines for the time being.

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