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4 ETFs to Watch This Expiration Week

Traders may have bought panic hedges on the euro trust back in May

Editor-in-Chief
Jul 17, 2018 at 7:34 AM
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As we head into July options expiration week, there's no shortage of catalysts -- both micro and macro -- to drive major stock market moves. Not only are we heading into the thick of second-quarter earnings season, but we've also been hit with a barrage of daily headlines on trade, tariffs, oil production, FDA rulings, inflation, relations with North Korea, NATO tiffs... and that was just last week. Against this frenetic backdrop, here's how speculators have positioned themselves on four high-profile (and highly topical) exchange-traded funds (ETFs) that are likely to remain in focus in the immediate days ahead.

New highs for the tech sector were a driving bullish force last week, and the Invesco QQQ Trust (QQQ) finished Friday's trading in previously uncharted territory just south of the $180 level. That places the trust squarely eye-to-eye with the most popular front-month call strike, as the July 180 call carries open interest of 70,771 contracts. However, per the accompanying chart, the now deep out-of-the-money July 165 put carries the mantle of top open interest strike, with nearly 94,000 contracts in residence.

Digging deeper into the data, nearly 25,000 contracts were sold to open at that QQQ July 180 call back on June 20. With this glut of short calls directly overhead -- combined with the strike's "round number" psychological significance -- it's possible that QQQ could see its impressive momentum stall out around $180 in the days ahead.

qqq july open interest by strike


The SPDR S&P Biotech ETF (XBI) has enjoyed a near-vertical rally in July, up about 9% from its June 28 intraday low. That big pop has placed the ETF in triple-digit territory once again -- directly on the heels of the fund's two-day, mid-June incursion on the century level (which preceded a rapid-fire pullback into month-end).

It's no surprise to find that options players have XBI $100 firmly on their radar, as evidenced by the "twin peaks" of open interest at this strike totaling 17,436 calls and 16,328 puts. There's the potential for the call-heavy July 102 strike to act as a "magnet" to pull XBI higher if it can extend a two-day streak of closes above $100, but odds favor the biotech tracker facing an expiration-week pin around the site of this major technical milestone.

xbi july 2018 open interest by strike


The Invesco CurrencyShares Euro Trust (FXE) endured an 8.3% peak-to-trough slide from late January into the end of May, but the shares have more recently been consolidating in a sideways channel between $111 on the downside and $113 on the upside. Given the recently quiet price action in the ETF, options traders have been "missing in action" lately; total open interest of 166,389 contracts arrives in the low 36th percentile of its annual range, per Trade-Alert.

In fact, the July 105 put (which announces its presence quite loudly on the chart below) is the No. 2 open interest strike across all options series for FXE, with upwards of 10,000 contracts outstanding. However, we'd caution against reading any dramatically bearish intentions into the glut of out-of-the-money contracts at this strike. Data from the major options exchanges points to a few days' worth of heavy buy-to-open activity here in late May, right when FXE was finding bottom -- so it's possible that these puts were picked up as "panic" hedges or late-to-the-party speculative bets, and have long since been left to expire worthless.

fxe july open interest by strike


We would be remiss not to discuss at least one oil-related ETF, given that crude prices have become such a dominant storyline in the market. However, the performance of the VanEck Vectors Oil Services ETF (OIH) -- which tracks a basket of upstream services providers -- hasn't been nearly as impressive as the surge in West Texas Intermediate crude itself (a topic covered in this space just one week ago). Despite a volatile ride on the charts in 2018, the ETF ended Friday in positive year-to-date territory by just a handful of pennies.

Nevertheless, two out-of-the-money call strikes are the top attractions in OIH's July options series. The July 32 call carries 62,725 contracts, with another 56,569 contracts at the July 34 call -- which, as you can easily see, dwarfs the open interest at any other nearby strikes. Data from the major exchanges shows a slight skew toward buyer-driven activity at these strikes, even though OIH hasn't traded above $32 since the first quarter of 2017.

oih july open interest by strike

Subscribers to Bernie Schaeffer's Chart of the Week received this commentary on Sunday, July 15.

 

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