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Option Players and Analysts Revise their Expectations for Altera Corporation

By Schaeffer's Investment Research August 16, 2010, 02:45:00 PM EDT

BMO last week cut the semiconductor sector to "underperform" from "market perform," citing rising inventories and weakening demand. Among the recipients of this sector-wide downgrade was Altera Corporation ( ALTR ). Analysts at S&P Equity followed suit on Friday, cutting ALTR from a "buy" to a "hold." All in all, 10 brokerage firms now deem ALTR a "hold," compared to 11 "buy" or better ratings. Going forward, ALTR could be vulnerable to additional downgrades from this bullish bunch, given the recent trend.

Meanwhile, option players remain optimistic toward the semiconductor stock. In the past two weeks, traders on the International Securities Exchange (ISE) and Chicago Board Options Exchange ( CBOE ) have bought to open 2.2 calls for every one put, a ratio which ranks above 65% of all other readings taken during the past 12 months.

Echoing this bullish bias, ALTR's Schaeffer's put/call open interest ratio (SOIR) -- which measures put open interest relative to call open interest among options with less than three months until expiration -- stands at 0.63, in the 12th annual percentile. In other words, short-term option players have been more optimistically aligned toward the shares just 12% of the time during the last year.

However, this preference for calls may be starting to shift. So far today, 5,123 puts have crossed the tape -- more than three times the equity's expected single-session put volume of just 1,391 contracts. Meanwhile, just 509 calls have changed hands on ALTR.

By far, the September 25 put has been most popular today, with 2,250 contracts traded -- the bulk of which changed hands at the ask price, indicating they were likely purchased. However, with roughly 3,600 contracts open at this strike, it's difficult to determine whether these puts are, in fact, fresh positions. With ALTR currently trading at $25.18, though, these puts are right at the money.

For the record, both peak put open interest and peak call open interest for the September series can be found at the 23 strike. By comparison, the 28 strike houses both peak put open interest and peak call open interest for the August series. In other words, it seems that both put and call players are lowering their expectations for ALTR, at least in the near term.

This isn't entirely surprising, from a technical perspective. Following last week's round of downgrades, ALTR slipped several points lower -- adding to its latest decline. The stock had spent the past few weeks challenging resistance at its 10-day and 20-day moving averages; however, ALTR is now several points beneath this short-term duo.

Daily Chart of ALTR Since July 2010 With 10-Day and 20-Day Moving Averages

Furthermore, these trendlines recently completed a bearish cross, suggesting that ALTR's technical troubles could continue.

Should the recent round of analyst downgrades prove to be just the tip of the iceberg, today's heavy put volume could be the just the start of a growing trend, helping to accelerate the stock's latest downtrend.

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The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of The NASDAQ OMX Group, Inc.


This article appears in: Investing, Options

Referenced Stocks: ALTR, CBOE



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