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Why the SPDR S&P Retail ETF (XRT) Could Burn Bullish Options Traders

The SPDR S&P Retail ETF's (XRT) technical set-up suggests further downside lies ahead

May 13, 2016 at 2:37 PM
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Unless you've been living under a rock, you know that earnings season has absolutely punished retail stocks. The SPDR S&P Retail ETF (XRT) has the wounds to prove it, down 1% today at $41.18, and dropping 10% since its near-term high of $45.83 in late April. However, it looks like one bullish options trader is rolling the dice on near-term upside for the exchange-traded fund (ETF).

Taking a quick step back, XRT call options are crossing at 12 times the usual intraday rate, and nearly quadruple the number of puts on the tape. What's more, the 57,000-plus calls exchanged is the highest volume seen in the last year -- and there's still nearly two hours left in today's session.

Diving deeper, Trade-Alert is highlighting a 1X2 call ratio spread transpiring at the weekly 6/10 41.50 and 42.50 strikes. By initiating that bullish strategy, the options trader is setting his sights on a move up to $42.50 by weekly expiration, at the close on Friday, June 10. Meanwhile, another speculator may be tempering his bullish expectations, possibly rolling down a long position from the September 46 call to the September 44 call.

Longer term, there's been plenty more optimism levied toward XRT. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), options traders have bought to open 1.68 calls for each put in the past two weeks -- a ratio that stands in the bullishly skewed 90th annual percentile. Echoing this call bias, XRT's Schaeffer's put/call open interest ratio (SOIR) of 1.82 registers below 88% of all readings taken in the prior 12 months.

However, as outlined briefly above, the ETF has hit a rough patch on the charts -- and things could get even worse. Specifically, Reuters flagged the XRT/S&P 500 Index (SPX) ratio, which has hit its lowest level since August 2011 -- hinting at sector-wide underperformance among retailers.

What's more, the SPDR S&P Retail ETF (XRT) has broken below its August and November 2015 lows, suggesting the equity could be headed back to its early 2016 lows south of $38. Worse yet, the ETF's sell-off may not relent until XRT reaches the 38.2% Fibonacci retracement of its 2008-15 advance, putting it at $34.50.

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