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Exxon Mobil Corporation (XOM) Earnings Rout Rewards Option Bears

Exxon Mobil Corporation (XOM) profit fell 59% year-over-year

Jul 29, 2016 at 9:55 AM
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Exxon Mobil Corporation (NYSE:XOM) stock is sinking, after the blue-chip energy firm reported a 59% year-over-year drop in profit. This resulted in per-share earnings of 41 cents, well below the consensus estimate. While XOM shareholders may be in panic mode, pessimism was running high in the options pits ahead of earnings.

Digging into the data, at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 2.45 puts for every call over the past 50 days. The corresponding put/call volume ratio ranks in the top quartile of its annual range, suggesting a bigger-than-usual appetite for bearish bets over bullish.

This put-skew is further magnified with a look at near-the-money options in the August series of options. Specificially, XOM's front-month gamma-weighted Schaeffer's put/call open interest ratio (SOIR) checks in at 2.27 -- with puts more than doubling calls.

But the skepticism doesn't stop there. Short interest rose over 10% in the latest reporting period to 52.5 million shares, and at XOM's average daily trading rate, it would take one week to cover these positions. Likewise, two-thirds of analysts rate the oil stock a "hold" or worse.

As alluded to, Exxon Mobil Corporation (NYSE:XOM) is struggling out of the gate, last seen down 2.1% at $88.34. However, the oil stock still sports a year-to-date gain of 13%, and hit an annual high two weeks ago, so some of the aforementioned put buyers may be shareholders who (wisely) hedged in the build-up to earnings.

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