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Cliffs Natural Resources Inc, Peabody Energy Corporation Track Energy Swing

Cliffs Natural Resources Inc (NYSE:CLF) and Peabody Energy Corporation (NYSE:BTU) are swinging wildly in today's trading

Jul 13, 2015 at 1:43 PM
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The energy sector has been volatile today, as traders keep a cautious eye on tonight's midnight deadline for a nuclear arms agreement between Iran and several world powers. Despite an initial drop, crude has pared a portion of its earlier losses on optimism over a Greece debt deal, and a number of names within the sector are also off their session lows, including Cliffs Natural Resources Inc (NYSE:CLF) and Peabody Energy Corporation (NYSE:BTU).

CLF, for example, plunged 4.5% out of the gate, but has since swung 4.2% higher to trade at $3.44. Longer term, the shares have surrendered more than 76% over the past 52 weeks, and hit an 11-year low of $3.06 last Tuesday.

Against this backdrop, option traders -- and short sellers -- have been increasing their bearish presence in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), for example, CLF's 10-day put/call volume ratio has jumped to 0.85 from 0.28 over the past two weeks, and now ranks in the 65th annual percentile.

Today, puts are changing hands at four times the average intraday pace. According to the ISE, though, it appears the majority of the day's action is a result of Cliffs Natural Resources Inc speculators selling to close their July 5 puts ahead of this Friday's expiration.

BTU, meanwhile, tumbled 5.6% at the open, but was last seen up 2.5% at $1.64. Considering the stock has shed 90% of its value year-over-year -- and its 14-day Relative Strength Index (RSI) is currently docked at 27, in oversold territory -- this midday bounce may have been in the cards. Regardless, the equity continues to hover near its all-time low of $1.43, tagged July 1.

In the options pits, call players have been active of late, despite a rare showing of put buyers earlier this month. Specifically, BTU's 50-day ISE/CBOE/PHLX call/put volume ratio of 3.50 rests higher than 78% of all similar readings taken in the past year. Echoing this is the security's Schaeffer's put/call open interest ratio (SOIR) of 0.61, which sits in the 8th annual percentile. In other words, short-term speculators are more call-heavy than usual.

Today, Peabody Energy Corporation calls outpace puts by a more than 11-to-1 margin. Most active is the equity's September 2 call, where 3,443 contracts have changed hands. It appears new positions are being purchased here, as speculators roll the dice on a bounce above $2 by September options expiration.
 

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