Options Traders Blast JPMorgan Chase & Co. (JPM)

JPMorgan Chase & Co. (NYSE:JPM) is lower along with its fellow bank stocks

Jun 3, 2016 at 2:52 PM
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JPMorgan Chase & Co. (NYSE:JPM) CEO Jamie Dimon weighed in on the "Brexit" earlier, saying such a move could force the company to eliminate as many as 4,000 jobs in the U.K. This only adds to the attention financial firms are getting today, with bank stocks tumbling after this morning's jobs report dampened expectations the Fed will raise interest rates this month. At last check, JPM stock was off 1.7% at $64.68 -- one of the worst performers on the Dow -- and options are flying off the shelves.

By the numbers, 51,466 put options have changed hands, three times the average intraday pace and in the 100th annual percentile. For comparison's sake, 44,752 call options are on the tape, 1.9 times the expected intraday amount and in the 88th annual percentile.

JPM's two most active options are the July 62.50 put and the July 70 call, where it looks as if new positions are being purchased. Those buying to open the puts expect JPM to breach the strike before the back-month options expire at the close on Friday, July 17. Meanwhile, call buyers are hoping JPM rallies north of $70 over the next six weeks. Regardless, losses are limited for both sets of options buyers.

More broadly speaking, put buyers have been more active than usual in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), JPM's 50-day put/call volume ratio of 0.89 ranks higher than 88% of all comparable readings taken in the past year.

Echoing this is JPM's Schaeffer's put/call open interest ratio (SOIR) of 0.76 -- in the 74th annual percentile. In other words, short-term speculators are more put-heavy than usual toward JPM.

Technically, JPMorgan Chase & Co.'s (NYSE:JPM) performance in 2016 has been less than impressive, with the shares down 2%. However, today's slide is being contained near $63.50 -- an area that roughly coincides with a 61.8% Fibonacci retracement of its July 23 all-time high of $70.61 and its Feb. 11 year-to-date low of $52.50.

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