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Cliffs Natural Resources Stock Flashes a Pre-Earnings Buy Signal

Cliffs Natural Resources Inc (CLF) stock and call options might be worth buying ahead of earnings

Feb 7, 2017 at 2:40 PM
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Cliffs Natural Resources Inc (NYSE:CLF) shares just flashed a historically bullish signal. Specifically, the mining stock crossed over its 50-day moving average, which has been a very positive indicator over the past 12 months, based on a study by Schaeffer's Senior Quantitative Analyst Rocky White. Specifically, the average return one month after the signal is nearly 2.2%, with 61.3% positive, per the chart below:

technical indicators 50 day moving average crossover buy signal

Investors would've been wise to buy CLF this time last year. At $9.18, the stock has nearly quintupled in value. And if the aforementioned trendline proves to be a catalyst, the shares could make a run back into double-digit territory -- which they haven't explored since late 2016.

For those looking to place a bet, it's still a good time to strike on short-term CLF options. The equity sports a Schaeffer's Volatility Index (SVI) of 78% -- in the low 17th annual percentile, hinting at historically muted volatility expectations. What's more, the stock's Schaeffer's Volatility Scorecard (SVS) of 97 indicates the shares have made bigger-than-expected moves in the past year, relative to what options have priced in.

Volatility could spike later this week, too, with CLF scheduled to report earnings before the open on Thursday. Over the previous eight quarters, the stock has swung an average of 7.6% in session subsequent to the quarterly event -- with four to the upside, and four to the south. This time around, the options market is pricing in an even bolder absolute move of 11.2%.

Ahead of the earnings report, Cliffs Natural Resources Inc (NYSE:CLF) options traders have expressed optimism. The stock's 50-day call/put volume ratio checks in at 3.67 across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Not only does this ratio indicate options traders have bought to open nearly quadruple the number of calls as puts, but it also ranks above four-fifths of comparable readings from the past year.

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