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Cabot Oil & Gas Corporation (COG) Put Volume Hits Peak Levels

Cabot Oil & Gas Corporation (NYSE:COG) put volume is at an annual high today

Mar 9, 2016 at 3:01 PM
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Despite a relatively bullish day for energy stocks, Cabot Oil & Gas Corporation (NYSE:COG) is down 2.3% at $20.87. The negative price action has sparked a flurry of activity in COG's options pits, with puts crossing the tape at 25 times the average intraday rate. In fact, 20,387 puts are on the tape so far -- an annual high -- compared to just 1,600 calls.

By far, COG's March 22 put has seen the most action, with volume here accounting for more than four-fifths of the total number of puts traded. According to Trade-Alert, these options have been bought to open, as speculators bet on a bigger fall through next Friday's close -- when front-month options expire.

More broadly speaking, speculative players have initiated more long calls than puts in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), for instance, lightly traded COG's 20-day call/put volume ratio rests at a top-heavy 5.22.

What's more, the security's gamma-weighted Schaeffer's put/call open interest ratio (SOIR) is docked at 0.27. In other words, near-the-money calls almost quadruple puts among options expiring in three months or less.

Technically speaking, Cabot Oil & Gas Corporation (NYSE:COG) had been staging a sharp rally along with crude oil since bottoming at a three-year low of $14.88 in early January. More recently, though, the stock has run out of steam in the $22.50-to-$23 region -- an area that served as resistance last November.

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