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Call Volume Spikes on Exxon Mobil Corporation, Chevron Corporation

Exxon Mobil Corporation (NYSE:XOM) and Chevron Corporation (NYSE:CVX) are tracking crude oil higher today

Oct 6, 2015 at 2:02 PM
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Energy stocks are taking off this afternoon, thanks to a surge in crude oil prices. Exxon Mobil Corporation (NYSE:XOM) and Chevron Corporation (NYSE:CVX) are no exceptions to this rule, and that hasn't been lost on option traders, as calls on both blue chips are changing hands at an accelerated clip.

XOM was last seen 1.8% higher at $78.19, paring its year-to-date loss to 15.4%. Option players have been counting on extended upside of late, buying to open twice as many calls as puts on the energy giant. Specifically, the stock's 10-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) call/put volume ratio checks in at 2.20 -- outranking all but 2% of comparable readings from the prior year.

Today, XOM calls are again crossing at a breakneck pace. By the numbers, 138,000 contracts are on the tape, versus an expected 26,000. Based on data from Trade-Alert, the majority of the volume has transpired at the November 77.50 and 82.50 strikes, as one trader may be rolling his bullish bet up by 5 points -- hoping XOM topples $82.50 by back-month expiration, at the close on Friday, Nov. 20.

However, Exxon Mobil Corporation shares haven't flirted with this territory since late July. As such, delta on the out-of-the-money November 82.50 call is just 0.22, or roughly 1-in-5.

Turning to CVX -- which just announced a mobile payment partnership with Visa Inc (NYSE:V) -- the stock has advanced 2.7% to trade at $86.27, but is still down 23% year-to-date. Plus, today's gains have been contained by the equity's declining 20-week moving average, which hasn't been toppled on a closing basis since mid-May.

Despite these long-term struggles, there are plenty of bullish bettors in CVX's options pits. The security's 10-day ISE/CBOE/PHLX call/put volume ratio of 1.83 registers above 84% of comparable readings from the past year. Also, its Schaeffer's put/call open interest ratio (SOIR) of 0.87 sits in the low 3rd percentile of its annual range. An unwinding of this optimism could intensify headwinds.

In today's action, intraday call volume quintuples the usual rate. However, it looks like one speculator is either tempering his optimism toward Chevron Corporation by rolling down his bullish bets to the December 100 call from the 105 strike, or liquidating a spread initiated several weeks ago.
 
 

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