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Morning Update

This morning US equity futures are lower by over 1%, following Europe down. The risk off sentiment is being driven by a downgrade of several regions of Spain by Moody’s, which cited deteriorating liquidity positions. This has sent Spanish 2yr bond yields up over 20bps. On top of this, a French business conditions index fell to a three year low, which sent the Euro decisively through the 1.30 level to its 20-day moving average.

Yesterday news was released that Monster Beverage Corp.’s energy drinks have been cited in five deaths in incident reports submitted to the Food and Drug Administration. Monster is also being sued by the family of a 14 year old teenager who died after drinking two cans of the energy drink. This sent shares of the company crashing down 14% lower on the day. However, one option trader was selling puts into the sell-off, suggesting they believe this is a one day knee-jerk reaction and that the selling will not continue. The trade that caught our eye was the sale of 2,092 Nov. 42.5 puts for $3.00. This is a bullish bet that will turn a profit if Monster does not drop more than 13% in the next 24 days. If Monster does the trader will effectively own the stock at 39.50. Selling puts at a level you are willing to own the stock at is a great way to get paid to wait for a great entry and keep yourself from chasing a stock. When stocks have huge intraday moves like Monster did, selling puts becomes even more attractive because implied volatility explodes, making options very expensive. However, despite how tempting it is to sell Monster options, it is important to remember that they are expensive for a reason and could be fairly priced for all we know. Lawsuits like these generate lots of bad press and their outcome may not be easily predictable so I will be on the sidelines for this trade.

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