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Red-Hot Gold Has Options Traders Busy

Gold prices are on the rise following today's jobs data, and options traders are taking action

Jun 3, 2016 at 3:15 PM
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Gold prices are storming higher today, as hope for a June rate hike from the Fed dwindles following today's payrolls data. As a result, several gold stocks are trading higher, including Barrick Gold Corporation (USA) (NYSE:ABX), as well as gold-tracking exchange-traded funds (ETFs) SPDR Gold Trust ETF (GLD) and Market Vectors Gold Miners ETF (GDX). Let's take a quick look at how options players are trading ABX, GLD, and GDX amid gold's rally. 

ABX has jumped 11.8% to $18.97, on pace for its best weekly close since late April. The stock's year-to-date lead stands at 157%, and it's now back atop its 20-day moving average. Amid this rally, ABX options traders are betting on higher highs for the gold stock. 

ABX call options are trading at three times the normal intraday volume, accounting for the nine most popular strikes. Leading the way is the weekly 6/3 19-strike call, as traders bet on ABX topping the strike before today's close. Other traders may be buying the August 20 call, looking for a move to two-year highs over the next few months.

This accelerated call activity actually goes against the recent trend seen in Barrick Gold Corporation's options pits, however. Specifically, the stock's 10-day put/call volume ratio of 0.74 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) tops four-fifths of all similar readings from the past year. If sentiment continues to shift in the options pits, ABX could get an additional lift on the charts. 

As for GLD, the ETF has added 2.5% at $118.57. More than 160,000 call options have traded, compared to around 82,000 puts. According to Trade-Alert, it looks like one trader may have initiated a call ratio spread by selling to open 18,000 July 132 calls and buying to open 9,000 July 127 calls, hoping to see the shares move to $132 before back-month options expire at the close on Friday, July 15. 

It's not uncommon to see short-term speculators target SPDR Gold Trust ETF call options. In fact, the ETF's Schaeffer's put/call open interest ratio (SOIR) comes in at 0.43, meaning call open interest more than doubles put open interest among options expiring within three months. 

Lastly, GDX is up 10% at $25.05. The ETF's call volume is running at twice the expected pace, putting it in the 98th annual percentile. The most popular option is the June 25 call, due to one trader possibly rolling their bullish bet to the Market Vectors Junior Gold Miners ETF (GDXJ) -- per Trade-Alert. Elsewhere, it appears buy-to-open action is taking place at the weekly 7/1 24.50-strike call, meaning traders foresee GDX adding to its gains through the end of this month.

Interestingly, put buying had hit a near annual extreme coming into today. To be more specific, Market Vectors Gold Miners ETF's 10-day put/call volume ratio of 3.02 at the ISE, CBOE, and PHLX sits just 1 percentage point from a 12-month peak, meaning put buying has rarely been more popular, compared to call buying. A capitulation from some of the weaker bearish hands could translate into fresh tailwinds for GDX.

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