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Morning Update

Yesterday JC Penny reported what some are calling “The Worst Quarter in the History of Retail.” The company reported a quarterly loss of $2.51 per shares and that revenue dropped 24.8%. Revenue at stores open for at least a year fell 31.7% and customer traffic dropped 17% last quarter following a 10% decrease in third quarter. Not surprisingly these dismal numbers spurred option traders to make some large bearish bets on the stock. The biggest was the purchase of 30,000 May 16 puts for $1.57 with the stock at 17.50.

This trade will be profitable if JCP is below 14.43, 17.5% lower, by May expiration. One of the biggest concerns investors should have in JC Penny’s cash supply. In November they told investors that they would end the year with $1 billion in cash, but ended up with only $930 million. Wednesday they then told investors that they had delayed $85 million in payments to their suppliers until the early part of the first quarter. This is another red flag that the company is running out of cash. This caught the attention of ratings agencies Standard & Poor’s and Fitch who both lowered their credit ratings on the company, which was already at junk status. Analysts at Morgan Stanley said yesterday that they expect Penny’s to run out of cash in the third quarter. Running out of cash means that JCP will be out of options for further changes to strategy and may not be able to pays its loans or suppliers.

If this scenario begins to materialize JCP’s stock is likely to make a break towards the 14 handle, which will make this trade very profitable. There are a lot of eyes on Wall Street watching this stock and some of the trading in it can be emotionally driven as it reacts to the day to day news flow. Therefore to trade this name right now you need to have a favorable risk/reward and at least a two month time frame so that a trade thesis has time to play out and emerge from the stock prices noise.

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