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SPY Speculation Ramps Up on Eve of 'Brexit' Vote

Short interest has picked up on the SPY, QQQ, and IWM, ahead of tomorrow's "Brexit" vote

Jun 22, 2016 at 2:54 PM
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For the past few days, U.S. stocks have been picking up steam as "Brexit" polling data has been hinting at the U.K. staying in the European Union (EU). However, according to the latest poll, the "remain" side's victory is far from a foregone conclusion -- which has traders inside and outside of the options pits picking sides on the SPDR S&P 500 ETF Trust (SPY).

As alluded to, a new "Brexit" poll by Opinium shows U.K. residents on the "leave" side of the referendum with a slight lead over the "remain" camp. Specifically, the survey had 45% of respondents favoring a departure from the EU, versus 44% preferring the status quo. That still leaves nearly one in 10 British voters undecided. According to Fed Chair Janet Yellen, a "Brexit" could have "significant repercussions" for the global economy -- not to mention, stock markets -- suggesting traders may want to hedge their portfolios with options ahead of tomorrow's vote.

That said, bearish bets have been picking up, according to data from S3 Partners LLC. Specifically, the analytics firm found that the SPY has racked up over $3 billion in short sales since Monday. This marks a significant departure from last week, when inflows and positive long exposure on the broad-market exchange-traded fund (ETF) reached $1.5 billion.

Incidentally, this activity has been echoed in the PowerShares QQQ Trust (QQQ) and iShares Russell 2000 ETF (IWM). Short sales on the respective ETFs have reached $387 million and $437 million this week.

Returning to the SPY -- last seen a hair above breakeven, at $208.49 -- bullish activity is dominating in today's options pits. Call options are trading at 1.5 times the expected intraday rate, and buy-to-open activity is detected at the deep out-of-the-money August 220 call. Also, Trade-Alert is singling out one options trader who is rolling up an 80,000-contract long position at the July 212 call to the 212.50 strike.

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