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Freeport-McMoRan Inc (FCX) Pullback Presents an Options-Buying Opportunity

Freeport-McMoRan Inc (FCX) has been blazing up the charts this year, but analysts have yet to raise their opinions

Dec 22, 2016 at 11:56 AM
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Mining stock Freeport-McMoRan Inc (NYSE:FCX) has been an outstanding performer on the charts this year, roughly quadrupling in value from its January lows. This represents a significant turnaround, considering the stock lost 71% in 2015, making it one of the worst performers of the year. Off 0.5% at $13.96 today, FCX has recently pulled back to a significant trendline. And even if this signal doesn't always predict a move higher, the equity is currently presenting an attractive opportunity for options traders.

As of this Monday, FCX had pulled back to its rising 40-day moving average -- a trendline that kept the stock's losses in check in late October, after previously serving as resistance. Of note, the 40-day moving average also now coincides with FCX's late-April highs, as well as a 50% retracement of its 2015 highs and 2016 lows.

FCX Daily Chart December 22

According to data from Schaeffer's Senior Quantitative Analyst Rocky White, FCX has touched this moving average four times in the past three years, and the resulting action has been mixed. Specifically, five days after such a signal, the stock has posted an average return of 1.7%, but has been positive only half the time. Likewise, FCX has mustered a positive 21-day return just 50% of the time, but with a very healthy typical return of 7%.

Speaking of bulls, optimism toward FCX has been picking up of late. In the options pits, the stock's calls have been flying off the shelves, purchased at nearly three times the rate of puts over the past two weeks. Specifically FCX's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) comes in at 2.59 -- just 8 percentage points from an annual high. Notably, FCX is among the 20 stocks with the highest options volume over the past 10 sessions, with more than half a million contracts changing hands, and calls outweighing puts.

Elsewhere, bears have been hitting the exits. Short interest on FCX fell by nearly 34% during the two most recent reporting periods, and now represents a modest 6.3% of the security's total float. However, the shares could get a boost if analysts begin raising their opinions. Of the 16 firms following the stock, 75% rate FCX a "hold" or worse, despite its months-long run up the charts.

Whether FCX heads higher or lower, near-term options traders could pick up quite a bargain at the moment. With a Schaeffer's Volatility Index (SVI) of 47% -- in the low 5th percentile of its annual range -- the stock's short-term options are pricing in historically low volatility expectations. Meanwhile, Freeport-McMoRan Inc (NYSE:FCX) boasts a Schaeffer's Volatility Scorecard (SVS) of 94, indicating the options market has seriously underpriced the stock's ability to make big moves on the charts over the past 12 months.

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