Put Traders Pummel Embattled Deutsche Bank AG, Wells Fargo & Co

Deutsche Bank AG (DB) and Wells Fargo & Co (WFC) put options have been popular of late, as the bank stocks have struggled under the weight of bad news

Sep 30, 2016 at 11:03 AM
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The financial sector has been in dire straits lately, with bank stocks Deutsche Bank AG (USA) (NYSE:DB) and Wells Fargo & Co (NYSE:WFC) dominating the headlines. DB shares have been panning record lows as hedge funds have been hitting the exits, concerned about the firm's ability (and willingness) to pay a $14 billion fine. Meanwhile, WFC has been embroiled in a performance pay scandal. Today, we'll take a closer look at the latest news for the banks, and how options traders have been responding to the putrid price movement on both stocks.

As alluded to, DB has been stringing together a series of lower lows for the past week, falling as far as $11.19 yesterday. However, there have been glimmers of hope for the stock, which popped on an M&A update Wednesday and is surging this morning after CEO John Cryan sent a reassuring letter to employees. Specifically, Cryan wrote that concerns are "unjustified," adding that the bank and its fundamentals remain "strong." At last check, DB shares have jumped 6.7% to trade at $12.25.

Options traders, though, have been quick to bet bearishly. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculators have bought to open quadruple the number of puts as calls during the past two weeks. As a result, DB's put/call volume ratio has swelled to 4.08 -- topping 70% of all readings taken in the past year.

Today, Deutsche Bank AG options are crossing at seven times the expected intraday rate. Not to mention, intraday option and stock volume both register in the top percentile of their respective annual ranges. The most active DB strike is the December 8 put, and based on numbers from the ISE, some of these contracts are being bought to open. In other words, options traders are gambling on even lower lows through year's end.

Speaking of lows, WFC fell to $44.10 earlier -- territory not charted in more than two years. At last check, the stock is off 0.2% at $44.28. Meanwhile, the latest fundamental folly to hit the bank are allegations that it illegally repossessed over 400 vehicles owned by members of the military.

With WFC struggling on both the technical and fundamental fronts, its no wonder options traders have been less call-tilted than usual. For one, the stock's 50-day ISE/CBOE/PHLX put/call volume ratio of 0.89 ranks in the top quartile of its annual range. For another, WFC's Schaeffer's put/call open interest ratio (SOIR) of 0.90 outstrips nearly 70% of comparable readings recorded in the prior 12 months.

In today's trading, Wells Fargo & Co puts are running at 1.8 times the usual intraday pace. Most active is the weekly 10/7 42.50 strike, where sell-to-open activity may be taking place -- with 98% of the contracts going off at the bid, and volume easily outstripping open interest. If this is the case, the traders are anticipating WFC will maintain a foothold at $42.50 through next Friday's close, when the series expires.

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