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Freeport-McMoRan Inc (FCX) Blitzed By Short-Term Options Traders

Option activity is accelerated as Freeport-McMoRan Inc (NYSE:FCX) spirals

May 9, 2016 at 10:58 AM
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Freeport-McMoRan Inc (NYSE:FCX) is plunging after the miner said it will sell its controlling stake in the Democratic Republic of Congo-based Tenke copper project to China Molybdenum Co Ltd for $2.65 billion. This is overshadowing a price-target hike to $12.50 from $11 at Jefferies, and, at last check, FCX was down 8.7% at $10.76. Meanwhile, with FCX stock on the short-sale restricted list, its options pits are bustling, with overall volume running at 1.3 times the average intraday pace.

By the numbers, 26,924 call options have changed hands, compared to 18,363 put options. Most active is FCX's May 11 call, where it looks like new positions are being purchased as traders gamble on a quick bounce by next Friday's close, when front-month options expire.

Meanwhile, put players are targeting the weekly 6/3 10 strike. It appears as if the majority of the action is a result of one trader buying to open a 1,500-contract block for $105,000 (number of contracts * $0.70 premium paid * 100 shares per contract). This is also the most the speculator stands to lose, should FCX settle north of $10 at the close on Friday, June 3 -- when the weekly series expires.

More broadly speaking, it's been put buyers who have had the upper hand in FCX's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day put/call volume ratio of 1.48 ranks just 2 percentage points from a 52-week peak.

Echoing this put-skewed backdrop is the security's Schaeffer's put/call open interest ratio (SOIR) of 1.29. Not only does this show that puts outweigh calls among options set to expire in three months or less, but it arrives in the 90th percentile of its annual range. In other words, short-term speculators are more put-heavy than usual toward FCX.

On the charts, Freeport-McMoRan Inc (NYSE:FCX) has made some big moves over the past 52 weeks -- mostly to the downside. Year-over-year, in fact, the shares are down 53%. More recently, FCX has given back 23% this month alone -- and thanks to today's drop, is on pace to notch its lowest close since April 14.

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