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Calls Hot on United States Oil Fund LP ETF, While Puts Pop on Schlumberger Limited

Crude oil is lingering near multi-year lows, sending United States Oil Fund LP ETF (USO) and Schlumberger Limited (SLB) lower -- and VelocityShares 3X Inverse Crude ETN (DWTI) higher

Aug 19, 2015 at 1:46 PM
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Crude oil is taking a beating today, after the Energy Information Administration (EIA) said stockpiles unexpectedly rose last week. In fact, the September-dated contract fell to its lowest point since March 2009 earlier, and was last seen down 4.5% at $40.71.

The sell-off in black gold has created a boon for the VelocityShares 3X Inverse Crude ETN (NYSEARCA:DWTI), with the exchange-traded note up 11.1% at $186.90. However, this is just more of the same for DWTI, which has nearly tripled over the past two months -- and surged more than sixfold in the last 52 weeks.

Crude basket United States Oil Fund LP ETF (NYSEARCA:USO), on the other hand, is not faring so well. The exchange-traded fund has shed 4% to churn near $13.49 -- and earlier bottomed at an all-time low of $13.42. Longer term, the shares have surrendered almost 34% year-to-date.

Option traders have been eyeing a bounce, though, and at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), USO's 10-day call/put volume ratio of 1.21 ranks in the 83rd annual percentile. In other words, calls have been bought to open over puts at a faster-than-usual clip.

This trend is continuing in today's session, with United States Oil Fund LP ETF calls crossing at two times the average intraday pace. Most active is USO's August 14 call, where it appears a number of new positions have been purchased.

Drilling down on specific equities, Houston-based Schlumberger Limited (NYSE:SLB) is taking it on the chin today -- off 2.6% at $80.97, and on pace for its lowest close since mid-March. This only echoes the equity's longer-term trajectory, with shares of SLB down 26% year-over-year.

In the options pits, speculators have shown a distinct preference for puts over calls among options set to expire in three months or less, per SLB's Schaeffer's put/call open interest ratio (SOIR) of 1.38. What's more, this ratio sits higher than 81% of all similar readings taken in the past year, meaning speculative traders are more put-skewed than usual toward SLB.

In the front-month series, peak put open interest of 9,915 contracts is located at the August 85 strike. Today -- with puts crossing the tape at four times the average intraday pace -- this is the third most active Schlumberger Limited option, and it appears some traders are closing out of their positions ahead of Friday's expiration.
 
 

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