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Outperforming Chevron Corporation Dips on a Downgrade

It's a good time to buy short-term options on Chevron Corporation (CVX)

Jan 10, 2017 at 10:26 AM
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Chevron Corporation (NYSE:CVX) is on the receiving end of mixed analyst attention today. On the one hand, HSBC lowered its rating to "hold" from "buy." However, the brokerage firm also raised its price target to $125 from $120 -- a move followed by BMO, which lifted its target to $140 from $120, in uncharted territory for the oil stock. At last check, the shares had slipped 0.5% at $115.29.

Technically speaking, CVX has had quite the run over the past 12 months. Year-over-year, the stock has soared a brow-raising 42.7%, and a week ago, it touched a two-year peak of $119. Nonetheless, traders should exercise caution through month's end, as the shares have historically struggled in January. In the last decade, CVX has been positive in January only twice, and on average, it's shed 3.8% during the month.

From the looks of it, bearish sentiment is prevalent on the energy stock. During the past two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open twice as many puts as calls. As a result, CVX's Schaeffer's put/call open interest ratio (SOIR) checks in at 1.41, in the top quartile of its annual range. In other words, open interest in the front-three months' series is more put-skewed than usual.

Elsewhere, short interest has pulled back to represent less than 2% of CVX's float. However, at the stock's average trading volume, it would take almost a week to buy back these bearish bets. Put simply, there's plenty of cash sitting on the sidelines, despite the recent rush to cover.

Those looking to scoop up Chevron Corporation (NYSE:CVX) options on the cheap are in luck. The stock sports a Schaeffer's Volatility Index (SVI) of 16%, which rests in the low 6th percentile of its annual range. This suggests short-term options are pricing in relatively low volatility expectations at the moment.

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