What's Behind Ford Motor Company's (F) Heavy Call Volume?

Call volume is surging on F as the carmaker bounces back from a recent slump

Dec 16, 2015 at 11:13 AM
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Ford Motor Company (NYSE:F) has had a rough couple of months, with the stock gapping lower in October in the wake of disappointing quarterly earnings. The auto stock is currently down almost 9% year-to-date, and is currently staring up at familiar resistance from its 80-day and 160-day moving averages -- a trendline duo that has kept F shares under pressure since the second quarter.

However, shares of Ford Motor Company are trading 1.7% higher today at $14.11, after the automaker received approval to begin testing self-driving vehicles in California. Today's rally is more along the lines of what options traders have been looking for. F has a 50-day call/put volume ratio of 3.24 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), indicating more than three calls have been bought to open for each put over the past few months. This reading ranks higher than 82% of comparable readings from the last 12 months, pointing to a greater-than-usual preference for bullish bets on F lately.

Today, calls are crossing the tape at 1.79 times the expected pace. In fact, seven of the 10 most active F options trading today are calls. However, it looks like the majority of these contracts -- including the January 2016 15-strike call, where nearly 4,400 contracts have traded -- are being sold to open, indicating that traders aren't expecting today's rally in Ford Motor Company (NYSE:F) to be the start of a longer-term uptrend.
 

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