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Transocean LTD (RIG) Put Buyer Braces for Single Digits

Transocean LTD (NYSE:RIG) has surged nearly 30% in June amid rising oil prices

Jun 8, 2016 at 3:07 PM
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Jefferies raised its price target on Transocean LTD (NYSE:RIG) to $10.50 from $9.50 earlier. While this bullish brokerage note and rising oil prices are helping to lift the energy stock -- RIG was last seen up 0.6% at $11.46 -- options traders, it appears, are bracing for the worst.

At last check, put options were trading at two times the expected intraday rate -- and outpacing call options by a nearly 3-to-1 margin. Drilling down, more than 82% of the day's put volume has centered at the out-of-the-money July 10 strike, due mostly to a massive block of 20,000 contracts that crossed earlier.

According to Trade-Alert, this block was bought to open for an initial cash outlay of $680,000 (number of contracts * $0.34 premium paid * 100 shares per contract). This is also the most the speculator stands to lose, should RIG remain in double-digit territory through the close on Friday, July 15 -- when the back-month options expire.

However, Trade-Alert also speculates that this activity could be at the hands of a shareholder protecting recent paper profits against an unexpected decline in the shares. While RIG remains a long-term laggard -- down nearly 39% year-over-year -- the stock has surged 29.5% from its May 24 low of $8.85.

Today's put player may not be the only one using options to hedge against an unwanted RIG move. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day call/put volume ratio of 4.39 sits just 3 percentage points from a 52-week peak. With more than one-quarter of Transocean LTD's (NYSE:RIG) float sold short, some of this call buying could be a result of short sellers protecting against any more upside.

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