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Bullish Gold Outlook Sparks Rare Surge in Newmont Mining Corp (NEM) Call Volume

After a bullish short-term gold outlook, Newmont Mining Corp (NYSE:NEM) calls are seeing a rare surge in volume

Nov 4, 2016 at 3:25 PM
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With next Tuesday's U.S. presidential election quickly approaching, J.P. Morgan Securities is betting on pre-election anxiety to give a near-term boost to gold prices. What's more, the brokerage firm recently upgraded gold stock Newmont Mining Corp (NYSE:NEM) to "overweight" from "neutral" and raised its price target to $43 from $41, saying NEM has "lagged the sector at a time when investors should be taking another look at gold." And while NEM stock is down 0.4% at $37.61, options traders appear to be taking this optimistic outlook to heart.

At last check, NEM calls were trading a 1.3 times what's typically seen at this point in the day -- and with 9,355 contracts on the tape, were outpacing puts by a more than 3-to-1 margin. Roughly one-third of the day's call volume has centered at the November 42 call, where it appears new positions are being purchased, a theory echoed by data from the International Securities Exchange (ISE). In other words, call buyers expect the gold stock to break out above $42 by front-month options expiration at the close on Friday, Nov. 18.

More broadly speaking, it's been put buyers who have been active in NEM's options pits. At the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock sports a top-heavy 10-day put/call volume ratio of 1.59 -- which ranks in the elevated 87th annual percentile. In other words, puts have been bought to open over calls at a faster-than-usual clip.

Specifically, the stock's November 37.50 put has seen the biggest rise in open interest over this time frame, with more than 3,500 contracts added. According to Trade-Alert, the majority of these positions were bought to open on Tuesday, Nov. 1, with put buyers betting on NEM stock to be sitting south of the strike at front-month options expiration.

Looking at the charts, shares of Newmont Mining Corp (NYSE:NEM) have more than doubled in value on a year-to-date basis. What's more, the gold stock's pullback from its mid-August three-year high of $46.07 resulted in a successful bounce off its rising 180-day moving average. As such, it's possible some of the recent put buying -- particularly at out-of-the-money strikes -- is a result of NEM shareholders protecting paper profits against a post-election slide.

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