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Calls Hot as Ford Motor Company (F) Cancels Mexico Plant Plans

Shares of Ford Motor Company (NYSE:F) are higher, after the automaker said said it will no longer build a $1.6 billion plant in Mexico amid criticism from Donald Trump

Jan 3, 2017 at 1:24 PM
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Ford Motor Company's (NYSE:F) options pits are in full swing, with more than 72,000 contracts traded so far -- 1.3 times what's typically seen at this point in the day. Calls are outpacing puts by a nearly 3-to-1 margin, par for the course in F's options arena. At last check, Ford stock was trading up 3.4% at $12.54, after the automaker said it has canceled plans to build a $1.6 billion plant in Mexico amid criticism from Donald Trump -- just hours after the president-elect took aim at General Motors Company (NYSE:GM) -- and options traders are eyeing more gains for F shares.

Specifically, the weekly 1/27 12.50-strike call has seen the most attention in F's options pits so far, with 7,981 contracts traded. It looks as if some of this activity is of the buy-to-open kind, meaning traders are betting on the security to extend its lead over the $12.50 mark by the close on Friday, Jan. 27 -- when the weekly options expire. Amid today's pop, delta on these calls has jumped to 0.52 from 0.34 at Friday's close, suggesting an increased chance of an in-the-money finish.

Today's accelerated call activity is nothing new in F's options pits, though. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 39,509 calls in the past 10 sessions, compared to 7,224 puts. Even more telling, the resultant call/put volume ratio of 5.47 ranks just 6 percentage points from a 52-week peak, indicating calls have been bought to open over puts at a near-annual-high clip.

As such, the equity's Schaeffer's put/call open interest ratio (SOIR) is docked at 0.45, meaning calls more than double puts among options set to expire in three months or less. Plus, this ratio ranks in the low 4th percentile of its annual range, suggesting short-term speculators have rarely been as call-heavy toward F as they are now.

A number of these speculators appear to be betting on a bigger breakout for F shares, considering the stock's March 15 call is home to peak open interest of 261,582 contracts outstanding. According to Trade-Alert, it looks as if the bulk of these contracts were initiated on Dec. 7, when a 199,707-contract block was bought for $2.2 million (number of contracts * $0.11 premium paid * 100 shares per contract).

Looking at the charts, the last time F explored the north side of $15 was in October 2015. More recently, the stock's early December rally was quickly contained by its descending 320-day moving average, a trendline that rejected Ford Motor Company's (NYSE:F) late-July advance. What's more, today's pop is running out of steam near F's negative 10% year-over-year return, located at $10.60.

F daily since january 2016

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