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Ford Motor Company (F) Bears Go Bargain Hunting

Ford Motor Company (NYSE:F) puts are trading at two times the average intraday pace

May 20, 2015 at 11:17 AM
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Call buying has been popular in Ford Motor Company's (NYSE:F) options pits in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 4.34 rests in the 70th annual percentile.

Today, however, put players are re-emerging, with the contracts trading at two times what's typically seen at this point in the day. The majority of the action has centered on F's June 13 put, and it appears as if new positions are being purchased here. In other words, speculators are betting on the stock to tumble south of $13 by the close on Friday, June 19 -- when front-month options expire -- territory not charted since April 2013.

Technically speaking, F has been tracking a path steadily lower since hitting its year-to-date high of $16.74 in late March -- off 7.8% at $15.43. What's more, the shares are on pace to close south of their 40-week moving average for a third consecutive week. This trendline helped support the stock earlier this year, but now appears to have switched to a more resistant role.

Regardless of where F settles at June options expiration, speculators can rest easy knowing the equity's front-month options are pricing in relatively low volatility expectations at the moment. Specifically, Ford Motor Company's (NYSE:F) Schaeffer's Volatility Index (SVI) of 16% rests lower than 91% of all similar readings taken in the past year.
 

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