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United States Steel Corporation (X) Extreme Earnings Reaction Draws Options Traders

United States Steel Corporation (NYSE:X) is up 11% post-earnings, and fresh off a new 52-week peak

Jul 27, 2016 at 11:11 AM
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Wall Street is busy digesting an onslaught of quarterly reports, ahead of this afternoon's latest policy announcement from the Fed. Among stocks making a big post-earnings move is United States Steel Corporation (NYSE:X) -- up 10.5% at $25.35, and fresh off a new annual high of $26.28 -- after the company's second-quarter loss was less than expected. Plus, U.S. Steel more than doubled its full-year profit forecast -- implying "significant upside," according to J.P. Morgan Securities. Amid this extreme earnings reaction, both stock and options traders are rushing X stock.

By the numbers, around 18 million X shares and 44,000 call options have changed hands thus far -- both in the 100th annual percentile. For the sake of comparison, around 27,000 put options are on the tape, about four times the expected intraday amount. While it looks like a number of speculators may be selling to close their January 2017 25-strike calls, shorter-term traders are eyeing the stock's end-of-week trajectory.

Specifically, buy-to-open activity has been detected at X's weekly 7/29 24.50-strike put and 27-strike call. If traders are indeed purchasing new positions at these weekly options, the expectation for put buyers is for X to be sitting south of $24.50 at this Friday's close -- when the series expires -- while call buyers are betting on a breakout above $27.

More broadly speaking, call buyers have been flooding X's options pits in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 50-day call/put volume ratio of 1.13 ranks in the 94th percentile of its annual range.

However, there may have been an ulterior motive to this activity. In fact, short interest on X jumped 4.5% in the two most recent reporting periods, and now accounts for 30% of the stock's float. As such, it's possible short sellers have been initiating long calls to hedge their bearish bets against any upside risk.

Looking at the charts, short sellers have been on the losing side of X for some time. Heading into today's trading, the stock had nearly tripled in value year-to-date. What's more, today's surge has United States Steel Corporation (NYSE:X) easily on track to notch a fifth consecutive daily gain -- although Schaeffer's Senior Quantitative Analyst Rocky White warns such a winning streak could have short-term bearish implications.

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