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New Technology Select Sector SPDR ETF (XLK) High Fails to Deter Option Bears

XLK put options are crossing at three times the normal intraday pace

Jan 24, 2017 at 2:45 PM
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The Technology Select Sector SPDR ETF (XLK) touched a 16-year high of $50.20 earlier, as tech stocks are flexing their muscles. At last check, the exchange-traded fund (ETF) had added 0.5% at $50.15. That said, the shares could hit a near-term speed bump, and options traders are betting accordingly.

Diving right in, XLK sports a 14-day Relative Strength Index (RSI) of 68.2. In other words, the ETF is less than 2 points from overbought territory, suggesting a breather could be on the immediate horizon, following a rapid post-election ascent.

As alluded to, options speculators are blazing a bearish path this afternoon. Puts are being exchanged at triple the usual intraday rate, and more than quadruple the number of calls on the tape. Digging deeper, it appears one trader may have bought to open a 10,000-contract block of January 2018 45-strike puts. If this is the case, the goal is for XLK to retreat below $45 over the next year -- territory not explored since mid-July. Then again, with the shares showing long-term strength, it's also possible the put buyer is a shareholder protecting paper profits.

Today's activity aside, options traders have largely been bullish toward XLK. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the ETF has amassed a top-heavy 10-day call/put volume ratio of 15.50 -- just 2 percentage points from an annual peak. Echoing this call-skew, the shares sport a Schaeffer's put/call open interest ratio (SOIR) of 0.40, resting below 88% of all readings from the past year.

Meanwhile, skeptics have been turning tail. Specifically, short interest on the Technology Select Sector SPDR ETF (XLK) has pulled back 27.6% over the last two reporting periods. Then again, these bearish bets did just hit their highest level on record in early December, when they reached roughly 36 million shares shorted.

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