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Option Bears Bombard Bank of America Corp (BAC)

Bank of America Corp (NYSE:BAC) is sinking along with the broader financial sector, as "Brexit" woes intensify

Jun 27, 2016 at 2:08 PM
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Bank stocks are taking a bruising today as the backlash from last week's "Brexit" referendum continues to stoke uncertainty throughout the financial sector -- and calls into question the Fed's interest-rate timeline.  Sector component Bank of America Corp (NYSE:BAC) was last seen down 5.3% at $12.32 -- but a number of options traders from both sides of the aisle are calling for even more losses.

Taking a quick step back, 244,762 call options have changed hands on BAC thus far, compared to 115,713 put options. This is two times the number of total BAC options typically traded at this point in the day, and in the 91st annual percentile.

Drilling down, the stock's weekly 7/1 13- and 13.50-strike calls have seen the most action, with a collective 49,350 contracts on the tape. However, it appears a portion of the action at these out-of-the-money calls has been of the sell-to-open kind -- a theory echoed by data from the International Securities Exchange (ISE). In other words, the call sellers expect BAC to remain south of the strikes through this Friday's close, when the weekly options expire.

Meanwhile, more "vanilla" option bears are targeting BAC's weekly 7/1 12-strike put, where it seems safe to assume new positions are being purchased. By buying to open the puts, speculative players are betting on BAC to breach the $12 mark by week's end -- territory not charted since late February.

However, the shares have been getting absolutely annihilated as of late, down almost 17% month-to-date. Plus, with today's sell-off, the stock is on pace to settle at its lowest perch since Feb. 24. This may be why put volume has been picking up speed in recent weeks -- and could have BAC at risk of additional losses, should analysts start to re-evaluate their upbeat ratings. More than 76% of brokerages currently rate Bank of America Corp (NYSE:BAC) a "buy" or "strong buy," with not a single "sell" to be found.

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