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New Low Fails to Deter Freeport-McMoRan Inc (FCX) Option Bulls

Freeport-McMoRan Inc (FCX) is fresh off a decade-plus low, but some option traders are betting on a rebound

Jan 11, 2016 at 10:52 AM
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What an ugly day it's been for Freeport-McMoRan Inc (NYSE:FCX). The mining stock is down 16.4% at $4.52 and on the short-sale restricted list, after earlier panning a roughly 14-year low of $4.50. Despite these struggles, at least one group of option traders is keeping the faith.

At last check, FCX calls are changing hands at twice the usual intraday rate. In the lead by a mile is the January 2016 5 strike, where nearly 13,000 contracts are on the tape. From the looks of it, traders are buying to open positions here, anticipating the shares will muscle back atop the $5 mark by this Friday's close, when front-month options expire.

FCX option players have been buying to open calls over puts in recent weeks. Specifically, during the past 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has amassed a call/put volume ratio of 3.66 -- outstripping all but 14% of readings from the prior year.

Given FCX's terrible technicals and the fact short interest is perched at levels not charted in more than a decade, another strategy may be in play. Specifically, short sellers may be purchasing calls to guard against an unforeseen breakout in the shares.

Regardless of the motive, now is a good time to buy premium on short-term Freeport-McMoRan Inc (NYSE:FCX) options. The stock's Schaeffer's Volatility Scorecard (SVS) rests at a high 96, suggesting the shares have tended to make outsized moves in the past year, relative to what the options market has priced in.
 
 

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