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Deutsche Bank AG (USA) (DB) Option Bears Brace for Lower Lows

Deutsche Bank AG (USA) (NYSE:DB) hit a record low earlier, as "Brexit" anxiety ramps up

Jul 6, 2016 at 2:27 PM
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It's been a sharp fall from grace for Deutsche Bank AG (USA) (NYSE:DB), with the shares down 3.7% at $12.91 -- and fresh off a record low of $12.50. As a point of comparison, DB stock was trading in the $30 range one year ago. Aiding the European bank stock in its more recent decline has been increasing "Brexit" anxiety, while earnings-related issues sent the shares tumbling in March. Meanwhile, the company just announced the departure of one top exec, while reports are swirling over the possible sale of at least $1 billion in shipping assets. Against this unstable backdrop, options traders have been growing increasingly uneasy.

Today, in fact, DB puts are crossing the tape at three times the expected intraday rate -- and outpacing calls by a 4-to-1 margin. Plus, with 32,929 puts traded, put volume is in the 99th annual percentile. It looks as if a number of put traders are betting on even lower lows for the bank stock, with buy-to-open activity detected at DB's August 11 and 12 strikes.

More broadly speaking, option buyers have shown a preference for puts over calls in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculative players have bought to open 34,774 DB puts versus 16,675 calls, resulting in a top-heavy put/call volume ratio of 2.09.

Echoing this heavy put-skew is DB's gamma-weighted Schaeffer's put/call open interest ratio (SOIR) of 2.37, meaning near-the-money puts more than double calls among options expiring in three months or less. Plus, the stock's put open interest hit a 52-week peak of 583,448 contracts yesterday.

This skepticism isn't confined to the options pits, either. Short interest surged 18.7% in the most recent reporting period to 5.2 million shares -- the loftiest amount of shorted DB shares since March 2009. Plus, analysts have been quick to readjust their ratings amid the stock's decline. Currently, each of the three brokerage firm covering Deutsche Bank AG (USA) (NYSE:DB) call it a "hold" or "strong sell."

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